Adaptive radiation is thought to be responsible for the evolution of a great portion of the past and present diversity of life. Instances of adaptive radiation, characterized by the rapid emergence of an array of species as a consequence to their adaptation to distinct ecological niches, are important study systems in evolutionary biology. However, because of the rapid lineage formation in these groups, and occasional gene flow between the participating species, it is often difficult to reconstruct the phylogenetic history of species that underwent an adaptive radiation. In this study, we present a novel approach for species-tree estimation in rapidly diversifying lineages, where introgression is known to occur, and apply it to a multimarker data set containing up to 16 specimens per species for a set of 45 species of East African cichlid fishes (522 individuals in total), with a main focus on the cichlid species flock of Lake Tanganyika. We first identified, using age distributions of most recent common ancestors in individual gene trees, those lineages in our data set that show strong signatures of past introgression. This led us to formulate three hypotheses of introgression between different lineages of Tanganyika cichlids: the ancestor of Boulengerochromini (or of Boulengerochromini and Bathybatini) received genomic material from the derived H-lineage; the common ancestor of Cyprichromini and Perissodini experienced, in turn, introgression from Boulengerochromini and/or Bathybatini; and the Lake Tanganyika Haplochromini and closely related riverine lineages received genetic material from Cyphotilapiini. We then applied the multispecies coalescent model to estimate the species tree of Lake Tanganyika cichlids, but excluded the lineages involved in these introgression events, as the multispecies coalescent model does not incorporate introgression. This resulted in a robust species tree, in which the Lamprologini were placed as sister lineage to the H-lineage (including the Eretmodini), and we identify a series of rapid splitting events at the base of the H-lineage. Divergence ages estimated with the multispecies coalescent model were substantially younger than age estimates based on concatenation, and agree with the geological history of the Great Lakes of East Africa. Finally, we formally tested the three hypotheses of introgression using a likelihood framework, and find strong support for introgression between some of the cichlid tribes of Lake Tanganyika.