Understanding the genetic basis of convergence at broad phylogenetic scales remains a key challenge in biology. Kingfishers (Aves: Alcedinidae) are a cosmopolitan avian radiation with diverse colors, diets, and feeding behaviors—including the archetypal plunge-dive into water. Transitioning from air to water poses major sensory and locomotor challenges that might affect the evolution of both sensory genes and morphological structures involved in these functions. Kingfishers therefore offer a powerful opportunity to explore the effects of convergent behaviors on the evolution of genomes and phenotypes, as well as direct comparisons between continental and island lineages. Here, we use whole-genome sequencing of 31 diverse kingfisher species to identify the genomic signatures associated with convergent feeding behaviors. We show that species with smaller ranges (i.e., on islands) have experienced stronger demographic fluctuations than those on continents, and that these differences have influenced the dynamics of molecular evolution. Comparative genomic analyses reveal positive selection and genomic convergence in brain and dietary genes in plunge-divers. These findings enhance our understanding of the connections between genotype and phenotype in a diverse avian radiation.