While admixed populations offer a unique opportunity to detect selection, the admixture in most of the studied populations occurred too recently to produce conclusive signals. By contrast, Malagasy populations originate from admixture between Asian and African populations that occurred ~27 generations ago, providing power to detect selection. We analyze local ancestry across the genomes of 700 Malagasy and identify a strong signal of recent positive selection, with an estimated selection coefficient >0.2. The selection is for African ancestry and affects 25% of chromosome 1, including the Duffy blood group gene. The null allele at this gene provides resistance to Plasmodium vivax malaria, and previous studies have suggested positive selection for this allele in the Malagasy population. This selection event also influences numerous other genes implicated in immunity, cardiovascular diseases, and asthma and decreases the Asian ancestry genome-wide by 10%, illustrating the role played by selection in recent human history.