Emerging species within the primary malaria vector Anopheles gambiae show different ecological preferences and significant prezygotic reproductive isolation. They are defined by fixed sequence differences in X-linked rDNA, but most previous studies have failed to detect large and significant differentiation between these taxa elsewhere in the genome, except at two other loci on the X chromosome near the rDNA locus. Hypothesizing that this pericentromeric region of the X chromosome may be accumulating differences faster than other regions of the genome, we explored the pattern and extent of differentiation between A. gambiae incipient species and a sibling species, A. arabiensis, from Burkina Faso, West Africa, at 17 microsatellite loci spanning the X chromosome. Interspecific differentiation was large and significant across the entire X chromosome. Among A. gambiae incipient species, we found some of the highest levels of differentiation recorded in a large region including eight independent loci near the centromere of the X chromosome. Outside of this region, no significant differentiation was detected. This pattern suggests that selection is playing a role in the emergence of A. gambiae incipient species. This process, associated with efficient exploitation of anthropogenic modifications to the environment, has public health implications as it fosters the spread of malaria transmission both spatially and temporally.