Climate changes on various time scales often shape genetic novelty and adaptive variation in many biotas. We explored molecular signatures of directional selection in populations of the ice goby Leucopsarion petersii inhabiting a unique sea basin, the Sea of Japan, where a wide variety of environments existed in the Pleistocene in relation to shifts in sea level by repeated glaciations. This species consisted of two historically allopatric lineages, the Japan Sea (JS) and Pacific Ocean (PO) lineages, and these have lived under contrasting marine environments that are expected to have imposed different selection regimes caused by past climatic and current oceanographic factors. We applied a limited genome-scan approach using seven candidate genes for phenotypic differences between two lineages in combination with 100 anonymous microsatellite loci. Neuropeptide Y (NPY) gene, which is an important regulator of food intake and potent orexigenic agent, and three anonymous microsatellites were identified as robust outliers, that is, candidate loci potentially under directional selection, by multiple divergence- and diversity-based outlier tests in comparisons focused on multiple populations of the JS vs. PO lineages. For these outlier loci, populations of the JS lineage had putative signals of selective sweeps. Additionally, real-time quantitative PCR analysis using fish reared in a common environment showed a higher expression level for NPY gene in the JS lineage. Thus, this study succeeded in identifying candidate genomic regions under selection across populations of the JS lineage and provided evidence for lineage-specific adaptive evolution in this unique sea basin.