Invasive species represent unique opportunities to evaluate the role of local adaptation during colonization of new environments. Among these species, the Asian tiger mosquito, Aedes albopictus, is a threatening vector of several human viral diseases, including dengue and chikungunya, and raises concerns about the Zika fever. Its broad presence in both temperate and tropical environments has been considered the reflection of great “ecological plasticity.” However, no study has been conducted to assess the role of adaptive evolution in the ecological success of Ae. albopictus at the molecular level. In the present study, we performed a genomic scan to search for potential signatures of selection leading to local adaptation in one-hundred-forty field-collected mosquitoes from native populations of Vietnam and temperate invasive populations of Europe. High-throughput genotyping of transposable element insertions led to the discovery of more than 120,000 polymorphic loci, which, in their great majority, revealed a virtual absence of structure between the biogeographic areas. Nevertheless, 92 outlier loci showed a high level of differentiation between temperate and tropical populations. The majority of these loci segregate at high insertion frequencies among European populations, indicating that this pattern could have been caused by recent adaptive evolution events in temperate areas. An analysis of the overlapping and neighbouring genes highlighted several candidates, including diapause, lipid and juvenile hormone pathways.