Local adaptation reflects a balance between natural selection and gene flow and is classically thought to require the retention of locally adapted alleles. However, organisms with high dispersal potential across a spatially or temporally heterogeneous landscape pose an interesting challenge to this view requiring local selection every generation or when environmental conditions change to generate adaptation in adults. Here, we test for geographical and sequence-based signals of selection in five putatively adaptive and two putatively neutral genes identified in a previous genome scan of the highly dispersing purple sea urchin, Strongylocentrotus purpuratus. Comparing six populations spanning the species’ wide latitudinal range from Canada to Baja California, Mexico, we find positive tests for selection in the putative adaptive genes and not in the putative neutral genes. Specifically, we find an excess of low-frequency and nonsynonymous polymorphisms in two transcription factors and a transporter protein, and an excess of common amino acid polymorphisms in the two transcription factors, suggestive of spatially balancing selection. We test for a genetic correlation with temperature, a dominant environmental variable in this coastal ecosystem. We find mild clines and a stronger association of genetic variation with temperature than latitude in four of the five putative adaptive loci and a signal of local adaptation in the Southern California Bight. Overall, patterns of genetic variation match predictions based on spatially or temporally balancing selection in a heterogeneous landscape and illustrate the value of geographical and coalescent tests on candidate loci identified in a genome-wide scan for selection.