Background: Variation at the level of gene expression is abundant in natural populations and is thought to contribute to the adaptive divergence of populations and species. Gene expression also differs considerably between males and females. Here we report a microarray analysis of gene expression variation among females of 16 Drosophila melanogaster strains derived from natural populations, including eight strains from the putative ancestral range in sub-Saharan Africa and eight strains from Europe. Gene expression variation among males of the same strains was reported previously. Results: We detected relatively low levels of expression polymorphism within populations, but much higher expression divergence between populations. A total of 569 genes showed a significant expression difference between the African and European populations at a false discovery rate of 5%. Genes with significant overexpression in Europe included the insecticide resistance gene Cyp6g1, as well as genes involved in proteolysis and olfaction. Genes with functions in carbohydrate metabolism and vision were significantly over-expressed in the African population. There was little overlap between genes expressed differently between populations in females and males. Conclusions: Our results suggest that adaptive changes in gene expression have accompanied the out-of-Africa migration of D. melanogaster. Comparison of female and male expression data indicates that the vast majority of genes differing in expression between populations do so in only one sex and suggests that most regulatory adaptation has been sex-specific.