Speciation-the origin of new species-is the source of the diversity of life. A theory of speciation is essential to link poorly understood macro-evolutionary processes, such as the origin of biodiversity and adaptive radiation, to well understood micro-evolutionary processes, such as allele frequency change due to natural or sexual selection. An important question is whether, and to what extent, the process of speciation is 'adaptive', i.e., driven by natural and/or sexual selection. Here, we discuss two main modelling approaches in adaptive speciation theory. Ecological models of speciation focus on the evolution of ecological differentiation through divergent natural selection. These models can explain the stable coexistence of the resulting daughter species in the face of interspecific competition, but they are often vague about the evolution of reproductive isolation. Most sexual selection models of speciation focus on the diversification of mating strategies through divergent sexual selection. These models can explain the evolution of prezygotic reproductive isolation, but they are typically vague on questions like ecological coexistence. By means of an integrated model, incorporating both ecological interactions and sexual selection, we demonstrate that disruptive selection on both ecological and mating strategies is necessary, but not sufficient, for speciation to occur. To achieve speciation, mating must at least partly reflect ecological characteristics. The interaction of natural and sexual selection is also pivotal in a model where sexual selection facilitates ecological speciation even in the absence of diverging female preferences. In view of these results, it is counterproductive to consider ecological and sexual selection models as contrasting and incompatible views on speciation, one being dominant over the other. Instead, an integrative perspective is needed to achieve a thorough and coherent understanding of adaptive speciation.