Understanding the neutral and selective forces that shape the genetic diversity along chromosomes is one of the central goals of evolutionary genomics. Contrary to expectations, combined actions of recombination and selection can result in reduced diversity along an entire chromosome, but this hypothesis still lacks strong empirical supports. Here we show that nucleotide diversity is specific to chromosome arms in the African malaria mosquito Anopheles funestus. We analysed the population history and genetic diversity in 132 wild-caught individuals representing two diverging ecotypes using RADseq markers. Genome scans revealed that genetic differentiation between ecotypes is accumulated within segregating polymorphic chromosomal inversions. Importantly, the presence of multiple overlapping inversions is associated with strong reductions in diversity throughout entire chromosome arms. The depression in genetic diversity is correlated to the frequency of inversions, being stronger in forest populations that are fixed for several adaptive inversions. Our results emphasize the role of polymorphic inversions in the genome architecture of adaptive speciation in An. funestus and provide a case of chromosome-scale evolution associated with the interplay between population demography, selection and recombination.