Generating genomic data for 19 tropical reef fish species of the Western Indian Ocean, we investigate how species ecology influences genetic diversity patterns from local to regional scales. We distinguish between the α, β and γ components of genetic diversity, which we subsequently link to six ecological traits. We find that the α and γ components of genetic diversity are strongly correlated so that species with a high total regional genetic diversity display systematically high local diversity. The α and γ diversity components are negatively associated with species abundance recorded using underwater visual surveys and positively associated with body size. Pelagic larval duration is found to be negatively related to genetic β diversity supporting its role as a dispersal trait in marine fishes. Deviation from the neutral theory of molecular evolution motivates further effort to understand the processes shaping genetic diversity and ultimately the diversification of the exceptional diversity of tropical reef fishes.