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Hybrid zones, where phenotypically distinct populations meet and interbreed, give insight into how differences between populations are maintained despite gene flow. Divergence in quantitative traits, controlled by multiple loci, may require stronger barriers to gene flow than traits controlled by few, major effect loci. The butterflies Heliconius erato and Heliconius melpomene are distantly related Müllerian mimics that show parallel divergence in wing colour patterns between geographical races across South America. We investigated intraspecific hybrid zones in which the colour patterns of both species show discrete variation in pigmentation, and quantitative variation in iridescent blue. We tested whether differentiation across hybrid zones persisted due to genome-wide barriers to gene flow maintained by indirect selection, or whether it resulted from direct selection on colour patterns in the face of gene flow. Analysis of phenotypic clines revealed parallel clines in iridescence between species, consistent with direct selection for mimicry, but cline widths were different between species, indicating differences in the strength of selection on iridescence. Genotyping-by-sequencing revealed less defined population structure and weaker genomic differentiation in H. melpomene , suggesting the hybrid zone has evolved differently in the two species. In both species, iridescence clines were not concordant with genome-wide ancestry clines, suggesting that they are targets of direct selection. This is the first direct comparison of divergence in quantitative and Mendelian traits in this classic Müllerian mimicry system.