The high prevalence of type 2 diabetes and its uneven distribution among human populations is both a major public health concern and a puzzle in evolutionary biology. Why is this deleterious disease so common, while the associated genetic variants should be removed by natural selection? The 'thrifty genotype' hypothesis proposed that the causal genetic variants were advantageous and selected for during the majority of human evolution. It remains, however, unclear whether genetic data support this scenario. In this study, we characterized patterns of selection at 10 variants associated with type 2 diabetes, contrasting one herder and one farmer population from Central Asia. We aimed at identifying which alleles (risk or protective) are under selection, dating the timing of selective events, and investigating the effect of lifestyle on selective patterns. We did not find any evidence of selection on risk variants, as predicted by the thrifty genotype hypothesis. Instead, we identified clear signatures of selection on protective variants, in both populations, dating from the beginning of the Neolithic, which suggests that this major transition was accompanied by a selective advantage for non-thrifty variants. Combining our results with worldwide data further suggests that East Asia was particularly prone to such recent selection of protective haplotypes. As much effort has been devoted so far to searching for thrifty variants, we argue that more attention should be paid to the evolution of non-thrifty variants.