Using cline fitting and divergence population genetics, we tested a prediction of Haldane's rule: autosomal alleles should introgress more than z-linked alleles or mitochondrial haplotypes across the Passerina amoena/Passerina cyanea (Aves: Cardinalidae) hybrid zone. We screened 222 individuals collected along a transect in the Great Plains of North America that spans the contact zone for mitochondrial (two genes), autosomal (four loci) and z-linked (two loci) markers. Maximum-likelihood cline widths estimated from the mitochondrial (223 km) and z-linked (309 km) datasets were significantly narrower on average than the autosomal cline widths (466 km). We also found that mean coalescent-based estimates of introgression were larger for the autosomal loci (0.63 genes/generation, scaled to the mutation rate mu) than for both the mitochondrial (0.27) and z-linked loci (0.59). These patterns are consistent with Haldane's rule, but the among-locus variation also suggests many independently segregating loci are required to investigate introgression patterns across the genome. These results provide the first comprehensive comparison of mitochondrial, sex-linked, and autosomal loci across an avian hybrid zone and add to the body of evidence suggesting that sex chromosomes play an important role in the formation and maintenance of reproductive isolation between closely related species.