Understanding the drivers of speciation is critical to interpreting patterns of biodiversity. The identification of the genetic changes underlying adaptation and reproductive isolation is necessary to link barriers to gene flow to the causal origins of divergence. Here, we present a novel approach to the genetics of speciation, which should complement the commonly used approaches of quantitative trait locus mapping and genome-wide scans for selection. We present a large-scale candidate gene approach by means of sequence capture, applied to identifying the genetic changes underlying reproductive isolation in the pea aphid, a model system for the study of ecological speciation. Targeted resequencing enabled us to scale up the candidate gene approach, specifically testing for the role of chemosensory gene families in host plant specialization. Screening for the signature of divergence under selection at 172 candidate and noncandidate loci, we revealed a handful of loci that show high levels of differentiation among host races, which almost all correspond to odorant and gustatory receptor genes. This study offers the first indication that some chemoreceptor genes, often tightly linked together in the genome, could play a key role in local adaptation and reproductive isolation in the pea aphid and potentially other phytophagous insects. Our approach opens a new route toward the functional genomics of ecological speciation.