Genes that encode for divergent adaptive traits may have genealogies that contrast with those from loci that are not functionally involved in differentiation. Here, we examine DNA sequence variation among the species of the eastern Caribbean Drosophila dunni subgroup at two loci, yellow and dopa decaboxylase (Ddc), which both play integral roles in pigmentation patterning of adult Drosophila. Phylogenetic analyses of these loci produce gene genealogies with topologies that mirror those described for other nuclear genes: the six morphologically distinct species within the subgroup are divided into only three lineages, with one lineage containing four species that share extensive ancestral polymorphism. At the Ddc locus these major lineages are delineated only by silent site variation. We observe a significantly higher rate of synonymous site divergence than non-synonymous divergence, consistent with strong purifying selection acting on the locus. In contrast, the yellow locus exhibits patterns of amino acid divergence and nucleotide diversity that are consistent with recent diversifying selection acting in two different lineages. This selection appears to be targeting amino acid variants in the signal sequence of the Yellow protein, a region which is tightly constrained among members of the larger D. cardini radiation. This result highlights not only the potential importance of yellow in the evolution of divergent pigmentation patterns among members of the D. dunni subgroup, but also hints that variation in signal peptide sequences may play a role in phenotypic diversification.