Southeast Asian populations of the fruit fly Drosophila melanogaster differ from ancestral African and derived European populations by several morphological characteristics. It has been argued that this morphological differentiation could be the result of an early colonization of Southeast Asia that predated the migration of D. melanogaster to Europe after the last glacial period (around 10,000 years ago). To investigate the colonization process of Southeast Asia, we collected nucleotide polymorphism data for more than 200 X-linked fragments and 50 autosomal loci from a population of Malaysia. We analyzed this new single nucleotide polymorphism data set jointly with already existing data from an African and a European population by employing an Approximate Bayesian Computation approach. By contrasting different demographic models of these three populations, we do not find any evidence for an early divergence between the African and the Asian populations. Rather, we show that Asian and European populations of D. melanogaster share a non-African most recent common ancestor that existed about 2,500 years ago.