Speciation with gene flow is more common than previously thought, but the mechanisms by which phenotypic divergence and reproductive isolation arise are poorly understood. Furthermore, the role of hybridization in species diversification and adaptive radiation is debated. Approximate Bayesian Computation procedures based on a large SNP dataset suggest that the Darwin's Heath (C. darwiniana) is a hybrid species between the Pearly Heath (C. arcania) and the Alpine Heath (C. gardetta) with different parental contributions, dating back ~ 10,000 years ago. The hybrid lineage presents an intermediate morphology between the parental species, while its climatic niche is more similar to the alpine species C. gardetta. Unexpectedly, although the hybrid genome is mostly constituted of the lowland species genome (70% C. arcania and 30% C. gardetta), introgression rates in contact zones were much higher between the hybrid lineage and the high altitude species C. gardetta than with the lowland parental species C. arcania. Interestingly, the alpine species emit volatile compounds (Octadecanal, Octadecanol and Eicosanal) that are also present in the hybrid lineage, but absent in the lowland species, suggesting pre-mating isolation mechanisms between the alpine and lowland species through olfactory cues. Evidence for local adaptation to cold temperature was found by measuring higher warming-up rate (thorax temperature in controlled conditions) with increasing elevation in the lowland and hybrid species. The alpine species C. gardetta had the highest warming-up rate, suggesting that temperature is a main driver of adaptive radiation along elevational gradient in this butterfly alpine species complex.