Abstract Adaptation in protein-coding sequences can be detected from multiple sequence alignments across species, or alternatively by leveraging polymorphism data inside a population. Across species, quantification of the adaptive rate relies on phylogenetic codon models, classically formulated in terms of the ratio of non-synonymous over synonymous substitution rates. Evidence of an accelerated non-synonymous substitution rate is considered a signature of pervasive adaptation. However, because of the background of purifying selection, these models are potentially limited in their sensitivity. Recent developments have led to more sophisticated mutation-selection codon models aimed at making a more detailed quantitative assessment of the interplay between mutation, purifying and positive selection. In this study, we conducted a large-scale exome-wide analysis of placental mammals with mutation-selection models, assessing their performance at detecting proteins and sites under adaptation. Importantly, mutation-selection codon models are based on a population-genetic formalism and thus are directly comparable to McDonald & Kreitman tests at the population level to quantify adaptation. Taking advantage of this relationship between phylogenetic and population genetics, we integrated divergence and polymorphism data across the entire exome for 29 populations across 7 genera, and showed that proteins and sites detected to be under adaptation at the phylogenetic scale are also under adaptation at the population-genetic scale. Altogether, our exome-wide analysis shows that phylogenetic mutation-selection codon models and population-genetic test of adaptation can be reconciled and are congruent, paving the way for integrative models and analyses across individuals and populations. Significance Statement Detecting genes under adaptation represents a key step in the decoding of genomes. Several methods have been proposed, focussing either on the short time scale (population genetics, e.g. human populations), or on the long time scale (phylogenetics, e.g. across mammals). However, the accuracy of these methods is still under debate, and it is still unclear whether the signatures of adaptation are congruent across evolutionary scales. In this study, using novel phylogenetic methods and gathering genome data across and within species, we show that the signatures of adaptation at the phylogenetic and population-genetic scales can be reconciled. While providing a mutual confirmation of the two approaches, our work paves the way for further methodological integration between micro- and macro-evolutionary genomics.