Hybridization plays a central role during the evolution of species boundaries, but the relative impact of gene flow on genomic divergence and vice versa remains largely unknown. The genome architecture of populations and emerging species exhibiting various levels of divergence along the speciation continuum should provide insights into the events that promote or prevent speciation. In this work, we have used a combination of population genomic approaches to examine the genomic signatures of hybridization between Anopheles nili sensu stricto and An. ovengensis, two malaria mosquitoes that have split ~3-Myr ago. Despite this substantial time since divergence, the two species hybridize extensively in nature, giving rise to a unique population of differentiated hybrids in contact zones. Using genomic clines and Bayesian models, we showed that signatures of introgression are widespread across the genome suggesting that recent hybridization between Anopheles nili sensu stricto and An. ovengensis involves multiple fitness traits and functional classes. Linkage Disequilibrium analyses allowed us to identified a block of 39 linked loci that segregated between hybrids and parental species and may harbour genes responsible for reproductive isolation. Our results demonstrate that genome-wide admixtures can persist in the face of species divergence over long periods of time during speciation due to increased gene flow at loci providing selective advantage.