Intraspecific genetic structure in widely distributed marine species often mirrors the boundaries between temperature-defined bioregions. This suggests that the same thermal gradients that maintain distinct species assemblages also drive the evolution of new biodiversity. Ecological speciation scenarios are often invoked to explain such patterns, but the fact that adaptation is usually only identified when phylogenetic splits are already evident makes it impossible to rule out the alternative scenario of allopatric speciation with subsequent adaptation. We integrated large-scale genomic and environmental datasets along one of the world’s best defined marine thermal gradients (the South African coastline) to test the hypothesis that incipient ecological speciation is a result of divergence linked to the thermal environment. We identified temperature-associated gene regions in a coastal fish species that is spatially homogeneous throughout several temperature-defined biogeographical regions based on selectively neutral markers. Based on these gene regions, the species is divided into geographically distinct regional populations. Importantly, the ranges of these populations are delimited by the same ecological boundaries that define distinct infraspecific genetic lineages in co-distributed marine the species, and biogeographical disjunctions in species assemblages. Our results indicate that temperature-mediated selection represents an early stage of marine ecological speciation in coastal regions that lack physical dispersal barriers.