Background: Lutzomyia longipalpis, the main vector of visceral leishmaniasis in Latin America, is a complex of sibling species. In Brazil, a number of very closely related sibling species have been revealed by the analyses of copulation songs, sex pheromones and molecular markers. However, the level of divergence and gene flow between the sibling species remains unclear. Brazilian populations of this vector can be divided in two main groups: one producing Burst-type songs and the Cembrene-1 pheromone and a second more diverse group producing various Pulse song subtypes and different pheromones. Methodology/Principal Findings: We analyzed 21 nuclear loci in two pairs of Brazilian populations: two sympatric populations from the Sobral locality (1S and 2S) in northeastern Brazil and two allopatric populations from the Lapinha and Pancas localities in southeastern Brazil. Pancas and Sobral 2S are populations of the Burst/Cembrene-1 species while Lapinha and Sobral 1S are two putative incipient species producing the same pheromone and similar Pulse song subtypes. The multilocus analysis strongly suggests the occurrence of gene flow during the divergence between the sibling species, with different levels of introgression between loci. Moreover, this differential introgression is asymmetrical, with estimated gene flow being higher in the direction of the Burst/Cembrene-1 species. Conclusions/Significance: The results indicate that introgressive hybridization has been a crucial phenomenon in shaping the genome of the L. longipalpis complex. This has possible epidemiological implications and is particularly interesting considering the potential for increased introgression caused by man-made environmental changes and the current trend of leishmaniasis urbanization in Brazil.