Abstract Urbanization significantly impacts genetic connectivity and imposes selective pressures on insect populations, particularly in urban habitats. Although these effects are well documented at the scale of individual cities, the impact of mega‐urbanization on species occupying large urban agglomerations remains poorly understood. Here, we investigate the population structure and detect selection signals associated with local adaptation in the white butterfly Pieris latouchei across the Yangtze River Delta Megalopolis (YRDM), a region comprising 27 contiguous cities and adjacent areas. Using genome‐wide 2b‐RADseq data, we demonstrate that urbanization reduces genetic diversity but not gene flow in the pest populations. Compared to peripheral populations, we observed population homogenization and identified selected genes related to detoxification, immune response, and thermal stress resistance in YRDM populations. Mega‐urbanization, driven by habitat modifications and an extensive transport system, facilitated the expansion of a specific population with adaptive genes, leading to the loss of genetic diversity in YRDM. This study provides genomic evidence for low genetic divergence and the genetic basis of adaptation to megalopolitan environments in an urban insect pest.