Once thought rare in animal taxa, hybridization has been increasingly recognized as an important and common force in animal evolution. In the past decade, a number of studies have suggested that hybridization has driven speciation in some animal groups. We investigate the signature of hybridization in the genome of a putative hybrid species, Xiphophorus clemenciae, through whole genome sequencing of this species and its hypothesized progenitors. Based on analysis of this data, we find that X. clemenciae is unlikely to have been derived from admixture between its proposed parental species. However, we find significant evidence for recent gene flow between Xiphophorus species. Although we detect genetic exchange in two pairs of species analyzed, the proportion of genomic regions that can be attributed to hybrid origin is small, suggesting that strong behavioral premating isolation prevents frequent hybridization in Xiphophorus. The direction of gene flow between species is potentially consistent with a role for sexual selection in mediating hybridization.