Speciation is a continuous process and analysis of species pairs at different stages of divergence provides insight into how it unfolds. Previous genomic studies on young species pairs have revealed peaks of divergence and heterogeneous genomic differentiation. Yet less known is how localised peaks of differentiation progress to genome-wide divergence during the later stages of speciation in the presence of persistent gene flow. Spanning the speciation continuum, stickleback species pairs are ideal for investigating how genomic divergence builds up during speciation. However, attention has largely focused on young postglacial species pairs, with little knowledge of the genomic signatures of divergence and introgression in older stickleback systems. The Japanese stickleback species pair, composed of the Pacific Ocean three-spined stickleback (Gasterosteus aculeatus) and the Japan Sea stickleback (G. nipponicus), which co-occur in the Japanese islands, is at a late stage of speciation. Divergence likely started well before the end of the last glacial period and crosses between Japan Sea females and Pacific Ocean males result in hybrid male sterility. Here we use coalescent analyses and Approximate Bayesian Computation to show that the two species split approximately 0.68-1 million years ago but that they have continued to exchange genes at a low rate throughout divergence. Population genomic data revealed that, despite gene flow, a high level of genomic differentiation is maintained across the majority of the genome. However, we identified multiple, small regions of introgression, occurring mainly in areas of low recombination rate. Our results demonstrate that a high level of genome-wide divergence can establish in the face of persistent introgression and that gene flow can be localized to small genomic regions at the later stages of speciation with gene flow.