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Divergent natural selection acting in different habitats may build up barriers to gene flow and initiate speciation. This speciation continuum can range from weak or no divergence to strong genetic differentiation between populations. Here, we focus on the early phases of adaptive divergence in the East African cichlid fish Astatotilapia burtoni, which occurs in both Lake Tanganyika (LT) and inflowing rivers. We first assessed the population structure and morphological differences in A. burtoni from southern LT. We then focused on four lake–stream systems and quantified body shape, ecologically relevant traits (gill raker and lower pharyngeal jaw) as well as stomach contents. Our study revealed the presence of several divergent lake–stream populations that rest at different stages of the speciation continuum, but show the same morphological and ecological trajectories along the lake–stream gradient. Lake fish have …