Quantitative-genetic models of differentiation under migration-selection balance often rely on the assumption of normally distributed genotypic and phenotypic values. When a population is subdivided into demes with selection toward different local optima, migration between demes may result in asymmetric, or skewed, local distributions. Using a simplified two-habitat model, we derive formulas without a priori assuming a Gaussian distribution of genotypic values, and we find expressions that naturally incorporate higher moments, such as skew. These formulas yield predictions of the expected divergence under migration-selection balance that are more accurate than models assuming Gaussian distributions, which illustrates the importance of incorporating these higher moments to assess the response to selection in heterogeneous environments. We further show with simulations that traits with loci of large effect display the largest skew in their distribution at migration-selection balance.