Migration among populations is widely thought to undermine adaptive divergence, assuming gene flow arises from random movement of individuals. If individuals instead differ in dispersal behavior, phenotype‐dependent dispersal can reduce the effective rate of gene flow or even facilitate divergence. For example, parapatric populations of lake and stream stickleback tend to actively avoid dispersing into the adjoining habitat. However, the behavioral basis of this nonrandom dispersal was previously unknown. Here, we show that lake and stream stickleback exhibit divergent rheotactic responses (behavioral response to currents). During the breeding season, wild‐caught inlet stream stickleback were better than lake fish at maintaining position in currents, faced upstream more, and spent more time in low‐current areas. As a result, stream fish expended significantly less energy in currents than did lake fish. These divergent rheotactic responses likely contribute to divergent habitat use by lake and stream stickleback. Although rheotactic differences were absent in nonbreeding fish, divergent behavior of breeding‐season fish may suffice for assortative mating by breeding location. The resulting reproductive isolation between lake and stream fish may explain the fine‐scale evolutionary differentiation in parapatric stickleback populations.