Interspecific gene flow by hybridization may weaken species barriers and adaptive divergence, but can also initiate reinforcement of reproductive isolation trough natural and sexual selection. The extent of interspecific gene flow and its consequences for the initiation and maintenance of species barriers in natural systems remain poorly understood, however. To assess genome-wide patterns of gene flow between the two closely related European dung fly species Sepsis cynipsea and Sepsis neocynipsea (Diptera: Sepsidae), we tested for historical gene flow with the aid of ABBA-BABA test using whole-genome resequencing data from pooled DNA of male specimens originating from natural and laboratory populations. We contrasted genome-wide variation in DNA sequence differences between samples from sympatric populations of the two species in France and Switzerland with that of interspecific differences between pairs of samples involving allopatric populations from Estonia and Italy. In the French Cevennes, we detected a relative excess of DNA sequence identity, suggesting interspecific gene flow in sympatry. In contrast, at two sites in Switzerland, we observed a relative depletion of DNA sequence identity compatible with reinforcement of species boundaries in sympatry. Our results suggest that the species boundaries between S. cynipsea and S. neocynipsea in Europe depend on the eco-geographic context.