Some of the most important insights into the ecological and evolutionary processes of diversification and speciation have come from studies of island adaptive radiations, yet relatively little research has examined how these radiations initiate. We suggest that Anolis sagrei is a candidate for understanding the origins of the Caribbean Anolis adaptive radiation and how a colonizing anole species begins to undergo allopatric diversification, phenotypic divergence and, potentially, speciation. We undertook a genomic and morphological analysis of representative populations across the entire native range of A. sagrei, finding that the species originated in the early Pliocene, with the deepest divergence occurring between western and eastern Cuba. Lineages from these two regions subsequently colonized the northern Caribbean. We find that at the broadest scale, populations colonizing areas with fewer closely related competitors tend to evolve larger body size and more lamellae on their toepads. This trend follows expectations for post‐colonization divergence from progenitors and convergence in allopatry, whereby populations freed from competition with close relatives evolve towards common morphological and ecological optima. Taken together, our results show a complex history of ancient and recent Cuban diaspora with populations on competitor‐poor islands evolving away from their ancestral Cuban populations regardless of their phylogenetic relationships, thus providing insight into the original diversification of colonist anoles at the beginning of the radiation. Our research also supplies an evolutionary framework for the many studies of this increasingly important species in ecological and evolutionary research.