Adaptive divergence is a key mechanism shaping the genetic variation of natural populations. A central question linking ecology with evolutionary biology is how spatial environmental heterogeneity can lead to adaptive divergence among local populations within a species. In this study, using a genome scan approach to detect candidate loci under selection, we examined adaptive divergence of the stream mayfly Ephemera strigata in the Natori River Basin in north eastern Japan. We applied a new machine learning method (i.e. Random Forest) besides traditional distance-based redundancy analysis (dbRDA) to examine relationships between environmental factors and adaptive divergence at non-neutral loci. Spatial autocorrelation analysis based on neutral loci was employed to examine the dispersal ability of this species. We conclude the following: 1) E. strigata show altitudinal adaptive divergence among the populations in the Natori River Basin; 2) random forest showed higher resolution for detecting adaptive divergence than traditional statistical analysis; 3) separating all markers into neutral and non-neutral loci could provide full insight into parameters such as genetic diversity, local adaptation, and dispersal ability.