Estimates of the proportion of amino acid substitutions that have been fixed by selection (α) vary widely among taxa, ranging from zero in humans to over 50% in Drosophila. This wide range may reflect differences in the efficacy of selection due to differences in the effective population size (N(e)). However, most comparisons have been made among distantly related organisms that differ not only in N(e) but also in many other aspects of their biology. Here, we estimate α in three closely related lineages of house mice that have a similar ecology but differ widely in N(e): Mus musculus musculus (N(e) ∼ 25,000-120,000), M. m. domesticus (N(e) ∼ 58,000-200,000), and M. m. castaneus (N(e) ∼ 200,000-733,000). Mice were genotyped using a high-density single nucleotide polymorphism array, and the proportions of replacement and silent mutations within subspecies were compared with those fixed between each subspecies and an outgroup, Mus spretus. There was significant evidence of positive selection in M. m. castaneus, the lineage with the largest N(e), with α estimated to be approximately 40%. In contrast, estimates of α for M. m. domesticus (α = 13%) and for M. m. musculus (α = 12 %) were much smaller. Interestingly, the higher estimate of α for M. m. castaneus appears to reflect not only more adaptive fixations but also more effective purifying selection. These results support the hypothesis that differences in N(e) contribute to differences among species in the efficacy of selection.