Two milkweed species, A. speciosa and A. syriaca, are experiencing asymmetric bidirectional introgressive hybridization on the Great Plains. The average amount of introgressed heterospecific variation per individual in this system is 4.2%, yet genomic location of introgressed loci and adaptive significance of introgression was never explored. Based on the position of these species on a strong precipitation gradient and their differences in drought-related traits, we speculate that the introgressed variation can be associated with adaptation to water deficit.  Our goals were to characterize the number, size, and distribution of introgressed regions across the genomes of the A. speciosa and A. syriaca, explore the functions of genes located in these regions, and assess whether introgression in this system is mediated by natural selection. We used a sample of 147 allopatric and sympatric individuals genotyped at 732400 SPNs. Our analysis demonstrated that the introgressed blocks can be found on multiple chromosomes of both species. The size of the blocks is relatively small and ranges from 5 kb to 83 kb. The highest number and cumulative length of introgressed blocks was found on chromosome 9 in A. speciosa and chromosome 7 in A. syriaca. Some of the introgressed loci are under directional selection (43% in A. speciosa and 55% in A. syriaca). In A. speciosa, the introgressed genes are involved in reproduction, while in A. syriaca it is mostly stress response and response to herbivores and pathogens on the one hand, and regulation of osmotic potential and stomatal conductance on the other hand. Our findings provide insights into the possible genetic basis of differential introgression between A. speciosa and A. syriaca, and suggest the mechanism of adaptation to arid climate in A. speciosa and other Great Plains perennial herbaceous plants.