Advances in next-generation sequencing techniques have allowed for the generation of genome-wide sequence data, to gain insight into the dynamics influencing genetic structure and the local adaptation of marine fish. Here, using genotyping-by-sequencing (GBS) technique, we identified 31,119 single nucleotide polymorphisms (SNPs) for Sebastiscus marmoratus in 59 individuals from three populations in Chinese coastal waters. Based on all SNPs, there was little evidence of genetic differentiation among populations. However, outlier tests revealed 329 SNPs putatively under divergent selection across populations. Structural and phylogenetic topology analyses based on the outliers showed clear genetic differentiation among populations. Gene Ontology (GO) annotation results revealed that most of these outliers are known or hypothesized to be involved in metabolic process. Together with previous work using mitochondrial cytochrome b sequences, the present results further suggest that the population structure is strongly influenced by locally adaptive pressure. Overall, adaptive evolution in a heterogeneous environment plays an important role in inducing genetic differentiation among local populations. This study increases understanding of the factors (including gene flow and local adaptation) promoting and constraining population genetic differentiation in marine organisms.