African pygmies are at the lower extreme of human variation in adult stature and many evolutionary hypotheses have been proposed to explain this phenotype. We showed in a recent study that the difference in average stature of about 10 cm observed between contemporary pygmies and neighboring non-pygmies has a genetic component. Nevertheless, the genetic basis of African pygmies' short stature remains unknown. Using a candidate-gene approach, we show that intronic polymorphisms in GH receptor (GHR) and insulin-like growth factor 1 (IGF1) genes present outlying values of the genetic distance between Baka pygmies and their non-pygmy Nzimé neighbors. We further show that GHR and IGF1 genes have experienced divergent natural selection pressures between pygmies and non-pygmies throughout evolution. In addition, these SNPs are associated with stature in a sample composed of 60 pygmies and 30 non-pygmies and this association remains significant when correcting for population structure for the GHR locus. We conclude that the GHR and IGF1 genes may have a role in African pygmies' short stature. The use of phenotypically contrasted populations is a promising strategy to identify new variants associated with complex traits in humans.