Ecological differentiation among diverging species is an important component of the evolutionary process and can be investigated in rapid and recent radiations. Here, we use whole genome sequences of five species from the genus Leopardus, a recently diversified Neotropical lineage with species bearing distinctive morphological, ecological, and behavioral features, to investigate genome-wide diversity, comparative demographic history and signatures of positive selection. Our results show that divergent ecological strategies are reflected in genomic features, for example a generalist species shows historically larger effective population size and higher heterozygosity than habitat specialists. The demographic history of these cats seems to have been jointly driven by climate fluctuations and habitat specialization, with different ecological adaptations leading to distinct trajectories. Finally, a gene involved in vertebrate retinal neurogenesis (POU4F2) was found to be under positive selection in the margay, a cat with notoriously large eyes that are likely associated with its nocturnal and arboreal specializations.