Urbanization presents unique environmental challenges to human commensal species. The Afrotropical Anopheles gambiae complex contains a number of synanthropic mosquito species that are major vectors of malaria. To examine ongoing cryptic diversification within the complex, we performed reduced representation sequencing on 941 mosquitoes collected across four ecogeographic zones in Cameroon. We find evidence for clear subdivision within An. coluzzii and An. gambiae s.s. - the two most significant malaria vectors in the region. Importantly, in both species rural and urban populations of mosquitoes were genetically differentiated. Genome scans of cryptic subgroups reveal pervasive signatures of selection centered on genes involved in xenobiotic resistance. Notably, a selective sweep containing eight detoxification enzymes is unique to urban mosquitoes that exploit polluted breeding sites. Overall, our study reveals that anthropogenic environmental modification is driving population differentiation and local adaptation in African malaria mosquitoes with potentially significant consequences for malaria epidemiology.