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Islands, and the particular organisms that populate them, have long fascinated biologists. Due to their isolation, islands offer unique opportunities to study the effect of neutral and adaptive mechanisms in determining genomic and phenotypical divergence. In the Canary Islands, an archipelago rich in endemics, the barn owl (Tyto alba), present in all the islands, is thought to have diverged into a subspecies (T. a. gracilirostris) on the eastern ones, Fuerteventura and Lanzarote. Taking advantage of 40 whole-genomes and modern population genomics tools, we provide the first look at the origin and genetic makeup of barn owls of this archipelago. We show that the Canaries hold diverse, long-standing and monophyletic populations with a neat distinction of gene pools from the different islands. Using a new method, less sensitive to structure than classical FST, to detect regions involved in local adaptation to insular environments, we identified a haplotype-like region likely under selection in all Canaries individuals and genes in this region suggest morphological adaptations to insularity. In the eastern islands, where the subspecies is present, genomic traces of selection pinpoint signs of adapted body proportions and blood pressure, consistent with the smaller size of this population living in a hot arid climate. In turn, genomic regions under selection in the western barn owls from Tenerife showed an enrichment in genes linked to hypoxia, a potential response to inhabiting a small island with a marked altitudinal gradient. Our results illustrate the interplay of neutral and adaptive forces in shaping divergence and early onset speciation.