Quantifying the role of gene flow during the divergence of closely related species is crucial to understanding the process of speciation. We collected DNA sequence data from 20 loci (one mitochondrial, 13 autosomal, and six sex-linked) for population samples of Lazuli Buntings (Passerina amoena) and Indigo Buntings (Passerina cyanea) (Aves: Cardinalidae) to test explicitly between a strict allopatric speciation model and a model in which divergence occurred despite postdivergence gene flow. Likelihood ratio tests of coalescent-based population genetic parameter estimates indicated a strong signal of postdivergence gene flow and a strict allopatric speciation model was rejected. Analyses of partitioned datasets (mitochondrial, autosomal, and sex-linked) suggest the overall gene flow patterns are driven primarily by autosomal gene flow, as there is no evidence of mitochondrial gene flow and we were unable to reject an allopatric speciation model for the sex-linked data. This pattern is consistent with either a parapatric divergence model or repeated periods of allopatry with gene flow occurring via secondary contact. These results are consistent with the low fitness of female avian hybrids under Haldane's rule and demonstrate that sex-linked loci likely are important in the initial generation of reproductive isolation, not just its maintenance.