Hybrid zones, where distinct populations meet and interbreed, give insight into how differences between populations are maintained despite gene flow. Studying clines in genetic loci and adaptive traits across hybrid zones is a powerful method for understanding how selection drives differentiation within a single species, but can also be used to compare parallel divergence in different species responding to a common selective pressure. Here, we study parallel divergence of wing colouration in the butterflies Heliconius erato and H. melpomene, which are distantly related Müllerian mimics that show parallel geographic variation in both discrete variation in pigmentation, and quantitative variation in structural colour. Using geographic cline analysis, we show that clines in these traits are positioned in the roughly the same geographic region for both species, which is consistent with direct selection for mimicry. However, the width of the clines varies markedly between species. This difference is explained in part by variation in the strength of selection acting on colour traits within each species, but may also be influenced by differences in the dispersal rate and total strength of selection against hybrids between the species. Genotyping-by-sequencing also revealed weaker population structure in H. melpomene, suggesting the hybrid zones may have evolved differently in each species; which may also contribute to the patterns of phenotypic divergence in this system Overall, we conclude that multiple factors are needed to explain patterns of clinal variation within and between these species, although mimicry has probably played a central role.