Stream ecosystems show gradual variation of various selection factors, which can result in a zonation of species distributions and gradient evolution of morphological and life-history traits within species. Identifying the selective agents underlying such phenotypic evolution is challenging as different species could show shared and/or unique (species-specific) responses to components of the river gradient. We studied a stream gradient inhabited by two mosquitofishes (genus Gambusia) in the Río Grijalva basin in southern Mexico and found a patchy distribution pattern of both congeners along a stretch of 100 km, whereby one species was usually dominant at a given site. We uncovered both shared and unique patterns of diversification: some components of the stream gradient, including differences in piscine predation pressure, drove shared patterns of phenotypic divergence, especially in females. Other components of the gradient, particularly abiotic factors (max. annual temperature and temperature range) resulted in unique patterns of divergence, especially in males. Our study highlights the complexity of selective regimes in stream ecosystems. It exemplifies that even closely related, congeneric species can respond in unique ways to the same components of the river gradient and shows how both sexes can exhibit quite different patterns of divergence in multivariate phenotypic character suites.