Divergent selection acting on several different traits that cause multidimensional shifts are supposed to promote speciation, but the outcome of this process is highly dependent on the balance between the strength of selection vs. gene flow. Here, we studied a pair of sister species of Lake Victoria cichlids at a location where they hybridize and tested the hypothesis that divergent selection acting on several traits can maintain phenotypic differentiation despite gene flow. To explore the possible role of selection we tested for correlations between phenotypes and environment and compared phenotypic divergence (P(ST)) with that based on neutral markers (F(ST)). We found indications for disruptive selection acting on male breeding colour and divergent selection acting on several morphological traits. By performing common garden experiments we also separated the environmental and heritable components of divergence and found evidence for phenotypic plasticity in some morphological traits contributing to species differences.