Bergmann's rule predicts that individuals are larger in more poleward populations and that this size gradient has an adaptive basis. Hence, phenotypic divergence in size traits between populations (P-ST) is expected to exceed the level of divergence by drift alone (F-ST). We measured 16 skeletal traits, body mass and wing length in 409 male and 296 female house sparrows Passer domesticus sampled in 12 populations throughout Finland, where the species has its northernmost European distributional margin. Morphometric differentiation across populations (P-ST) was compared with differentiation in 13 microsatellites (F-ST). We find that twelve traits phenotypically diverged more than F-ST in both sexes, and an additional two traits diverged in males. The phenotypic divergence exceeded F-ST in several traits to such a degree that findings were robust also to strong between-population environmental effects. Divergence was particularly strong in dimensions of the bill, making it a strong candidate for the study of adaptive molecular genetic divergence. Divergent traits increased in size in more northern populations. We conclude that house sparrows show evidence of an adaptive latitudinal size gradient consistent with Bergmann's rule on the modest spatial scale of ca.600km.