Global climate change is threatening aquatic organisms with rapid changes in habitat salinity and temperature. In response to such changing conditions, adaptation could rescue populations from extinction. Gene flow is a key factor that could either promote or hinder local adaptation, with either beneficial or maladapted alleles immigrating from elsewhere. This interplay between local adaptation and gene flow has not been fully explored in passive dispersers, such as plankton. Thus, we investigated patterns of gene flow and genomic signatures of local adaptation in populations of the copepod Eurytemora affinis spanning natural salinity and temperature gradients in the Baltic and North Seas. Based on whole-genome sequencing of 11 populations, we found population genomic signatures of selection associated with salinity and temperature gradients in both seas, indicating local adaptation, with ‘ion transmembrane transport’ as the most enriched gene ontology category under selection. Interestingly, the single nucleotide polymorphisms (SNPs) associated with responses to salinity and temperature were uncorrelated. We found clear population structure between the Baltic and North Seas, along with signals of admixture between populations, consistent with the presence of gene flow both within and between the seas. Our results suggest that gene flow of beneficial alleles from across the environmental gradients could provide the genetic substrate for populations to adapt to future climate change.