Adaptation to environmental conditions within the native range of exotic species can condition the invasion success of these species outside their range. The striking success of the Asian tiger mosquito, Aedes albopictus, to invade temperate regions has been attributed to the winter survival of diapause eggs in cold environments. In this study, we evaluate genetic polymorphisms (SNPs) and wing morphometric variation among three biogeographical regions of the native range of A. albopictus. Reconstructed demographic histories of populations show an initial expansion in Southeast Asia and suggest that marine regression during late Pleistocene and climate warming after the last glacial period favored expansion of populations in southern and northern regions respectively. Searching for genomic signatures of selection, we identified significantly differentiated SNPs among which several are located in or within 20kb distance from candidate genes for cold adaptation. These genes involve cellular and metabolic processes and several of them have been shown to be differentially expressed under diapausing conditions. The three biogeographical regions also differ for wing size and shape, and wing size increases with latitude supporting Bergmann’s rule. Adaptive genetic and morphometric variation observed along the climatic gradient of A. albopictus native range suggests that colonization of northern latitudes promoted adaptation to cold environments prior to its worldwide invasion.