Key conceptual issues about speciation go unanswered without consideration of non-mutually exclusive factors. With tests based on speciation theory, we exploit the island distribution and habitat differences exhibited by the Caribbean cricket Amphiacusta sanctaecrucis, and with an analysis of divergent ecological selection, sexually selected differentiation, and geographic isolation, address how these different factors interact. After testing for divergent selection by comparing neutral genetic and morphological divergence in one ecological (mandible shape) and one sexual (male genitalia shape) trait, we examine whether ecological or sexual selection is the primary mechanism driving population divergence. We find that while all three factors—isolation, ecological, and sexual selection—contribute to divergence, and that their interaction determines the stage of completeness achieved during the speciation process, as measured by patterns of genetic differentiation. Moreover, despite the striking diversity in genitalic shapes across the genus Amphiacusta which suggests that sexual selection drives speciation, the significant differences in genitalia shape between forest habitats revealed here implies that ecological divergence may be the primary axis of divergence. Our work highlights critical unstudied aspects in speciation – differentiating the cause from the consequence of divergence—and suggests avenues for further disentangling the roles of natural and sexual selection in driving divergence in Amphiacusta.