In this study, we characterize changes in the genome during a swift evolutionary adaptation, by combining experimental selection with high-throughput sequencing. We imposed strong experimental selection on an ecologically relevant trait, parasitoid resistance in Drosophila melanogaster against Asobara tabida. Replicated selection lines rapidly evolved towards enhanced immunity. Larval survival after parasitization increased twofold after just five generations of selection. Whole-genome sequencing revealed that the fast and strong selection response in innate immunity produced multiple, highly localized genomic changes. We identified narrow genomic regions carrying a significant signature of selection, which were present across all chromosomes and covered in total less than 5% of the whole D. melanogaster genome. We identified segregating sites with highly significant changes in frequency between control and selection lines that fell within these narrow 'selected regions'. These segregating sites were associated with 42 genes that constitute possible targets of selection. A region on chromosome 2R was highly enriched in significant segregating sites and may be of major effect on parasitoid defence. The high genetic variability and small linkage blocks in our base population are likely responsible for allowing this complex trait to evolve without causing widespread erosive effects in the genome, even under such a fast and strong selective regime.