Identification of loci with adaptive importance is a key step to understand the speciation process in natural populations, because those loci are responsible for phenotypic variation that affects fitness in different environments. We conducted an AFLP genome scan in populations of ocellated lizards (Lacerta lepida) to search for candidate loci influenced by selection along an environmental gradient in the Iberian Peninsula. This gradient is strongly influenced by climatic variables, and two subspecies can be recognized at the opposite extremes: L. lepida iberica in the northwest and L. lepida nevadensis in the southeast. Both subspecies show substantial morphological differences that may be involved in their local adaptation to the climatic extremes. To investigate how the use of a particular outlier detection method can influence the results, a frequentist method, DFDIST, and a Bayesian method, BayeScan, were used to search for outliers influenced by selection. Additionally, the spatial analysis method was used to test for associations of AFLP marker band frequencies with 54 climatic variables by logistic regression. Results obtained with each method highlight differences in their sensitivity. DFDIST and BayeScan detected a similar proportion of outliers (3–4%), but only a few loci were simultaneously detected by both methods. Several loci detected as outliers were also associated with temperature, insolation or precipitation according to spatial analysis method. These results are in accordance with reported data in the literature about morphological and life-history variation of L. lepida subspecies along the environmental gradient.