Ecological divergence may result when populations experience different selection regimes, but there is considerable discussion about the role of migration at the beginning stages of divergence before reproductive isolating mechanisms have evolved. However, detection of past migration is difficult in current populations and tools to differentiate genetic similarities due to migration versus recent common ancestry are only recently available. Using past volcanic eruption times as a framework, we combine morphological analyses of traits important to reproduction with a coalescent-based genetic analysis of two proximate sockeye salmon (Oncorhynchus nerka) populations. We find that this is the most recent (~500 years, 100 generations) natural ecological divergence recorded in a fish species, and report that this divergence is occurring despite migration. Although studies of fish divergence following the retreat of glaciers (10,000–15,000 years ago) have contributed extensively to our understanding of speciation, the Aniakchak system of sockeye salmon provides a rare example of the initial stages of ecological divergence following natural colonization. Our results show that even in the face of continued migration, populations may diverge in the absence of a physical barrier.