Simpson’s fossil-record inspired model of ‘adaptive zones’ proposes that evolution is dominated by small fluctuations within adaptive zones, occasionally punctuated by larger shifts between zones. This model can help explain why the process of population divergence often results in weak or moderate reproductive isolation (RI), rather than strong RI and distinct species. Applied to the speciation process, the adaptive zones hypothesis makes two inter-related predictions: (i) large shifts between zones are relatively rare, (ii) when large shifts do occur they generate stronger RI than shifts within zones. Here, we use ecological, phylogenetic and behavioural data to test these predictions in Timema stick insects. We show that host use in Timema is dominated by moderate shifts within the systematic divisions of flowering plants and conifers, with only a few extreme shifts between these divisions. However, when extreme shifts occur, they generate greater RI than do more moderate shifts. Our results support the adaptive zones model, and suggest that the net contribution of ecological shifts to diversification is dependent on both their magnitude and frequency. We discuss the generality of our findings in the light of emerging evidence from diverse taxa that the evolution of RI is not always the only factor determining the origin of species diversity. This article is part of the theme issue ‘Towards the completion of speciation: the evolution of reproductive isolation beyond the first barriers’.