Résumé
The formation of new species often involves the correlated divergence of multiple traits and genetic regions. However, the mechanisms by which such trait covariation builds up remain poorly understood. In this context, we consider two non‐exclusive hypotheses. First, genetic covariance between traits can cause divergent selection on one trait to promote population divergence in correlated traits (a genetic covariation hypothesis). Second, correlated environmental pressures can generate selection on multiple traits, facilitating the evolution of trait complexes (an environmental covariation hypothesis). Here, we test these hypotheses using cryptic colouration (controlled by a likely incipient supergene) and chemical traits (i.e., cuticular hydrocarbons, CHCs) involved in desiccation resistance and mate choice in Timema cristinae stick insects. We first demonstrate that population divergence in colour‐pattern is correlated with divergence in some (but not all) CHC traits. We show that correlated population divergence is unlikely to be explained by genetic covariation, as our analyses using genotyping‐by‐sequencing data reveal weak within‐population genetic covariance between colour‐pattern and CHC traits. In contrast, we find that correlated geographic variation in climate and host plant likely generates selection jointly on colour‐pattern and some CHC traits. This supports the environmental covariation hypothesis, likely via the effects of two correlated environmental axes selecting on different traits. Finally, we provide evidence that misalignment between natural and sexual selection also contributes to patterns of correlated trait divergence. Our results shed light on transitions between phases of speciation by showing that environmental factors can promote population divergence in trait complexes, even without strong genetic covariance.