Climate influences population genetic variation in marine species. Capturing these impacts remains challenging for marine fishes which disperse over large geographical scales spanning steep environmental gradients. It requires the extensive spatial sampling of individuals or populations, representative of seascape heterogeneity, combined with a set of highly informative molecular markers capable of revealing climatic-associated genetic variations. We explored how space, dispersal and environment shape the genomic patterns of two sympatric fish species in the Mediterranean Sea, which ranks among the oceanic basins most affected by climate change and human pressure. We hypothesized that the population structure and climate-associated genomic signatures of selection would be stronger in the less mobile species, as restricted gene flow tends to facilitate the fixation of locally adapted alleles. To test our hypothesis, we genotyped two species with contrasting dispersal abilities: the white seabream Diplodus sargus and the striped red mullet Mullus surmuletus. We collected 823 individuals and used genotyping by sequencing (GBS) to detect 8,206 single nucleotide polymorphisms (SNPs) for the seabream and 2,794 for the mullet. For each species, we identified highly differentiated genomic regions (i.e. outliers) and disentangled the relative contribution of space, dispersal and environmental variables (climate, marine primary productivity) on the outliers' genetic structure to test the prevalence of gene flow and local adaptation. We observed contrasting patterns of gene flow and adaptive genetic variation between the two species. The seabream showed a distinct Alboran sea population and panmixia across the Mediterranean Sea. The mullet revealed additional differentiation within the Mediterranean Sea that was significantly correlated to summer and winter temperatures, as well as marine primary productivity. Functional annotation of the climate-associated outlier SNPs then identified candidate genes involved in heat tolerance that could be examined to further predict species' responses to climate change. Our results illustrate the key steps of a comparative seascape genomics study aiming to unravel the evolutionary processes at play in marine species, to better anticipate their response to climate change. Defining population adaptation capacities and environmental niches can then serve to incorporate evolutionary processes into species conservation planning.