Admixture has been a pervasive phenomenon in human history, shaping extensively the patterns of population genetic diversity. There is increasing evidence to suggest that admixture can also facilitate genetic adaptation to local environments, i.e., admixed populations acquire beneficial mutations from source populations, a process that we refer to as adaptive admixture. However, the role of adaptive admixture in human evolution and the power to detect it remain poorly characterized. Here, we use computer simulations to evaluate the power of several neutrality statistics to detect natural selection in the admixed population, assuming multiple admixture scenarios. We show that statistics based on admixture proportions, Fadm and LAD, show high power to detect mutations that are beneficial in the admixed population, whereas other statistics, including iHS and FST, falsely detect neutral mutations that have been selected in the source populations only. By combining Fadm and LAD into a single, powerful statistic, we scanned the genomes of 15 admixed populations for signatures of adaptive admixture. We confirm that lactase persistence and resistance to malaria have been under adaptive admixture in West Africans and in Malagasy, North Africans and South Asians, respectively. Our approach also uncovers new cases of adaptive admixture, including APOL1 in Fulani nomads and PKN2 in East Indonesians, involved in resistance to infection and metabolism, respectively. Collectively, our study provides evidence that adaptive admixture has occurred in human populations, whose genetic history is characterized by periods of isolation and spatial expansions resulting in increased gene flow.