Neo-sex chromosomes are found in many taxa, but the forces driving their emergence and spread are poorly understood. The female-specific neo-W chromosome of the African monarch (or queen) butterfly Danaus chrysippus presents an intriguing case study because it is restricted to a single 'contact zone' population, involves a putative colour patterning supergene, and co-occurs with infection by the male-killing endosymbiont Spiroplasma. We investigated the origin and evolution of this system using whole genome sequencing. We first identify the 'BC supergene', a broad region of suppressed recombination across nearly half a chromosome, which links two colour patterning loci. Association analysis suggests that the genes yellow and arrow in this region control the forewing colour pattern differences between D. chrysippus subspecies. We then show that the same chromosome has recently formed a neo-W that has spread through the contact zone within approximately 2,200 years. We also assembled the genome of the male-killing Spiroplasma, and find that it shows perfect genealogical congruence with the neo-W, suggesting that the neo-W has hitchhiked to high frequency as the male-killer has spread through the population. The complete absence of female crossing-over in the Lepidoptera causes whole-chromosome hitchhiking of a single neo-W haplotype, carrying a single allele of the BC supergene and dragging multiple non-synonymous mutations to high frequency. This has created a population of infected females that all carry the same recessive colour patterning allele, making the phenotypes of each successive generation highly dependent on uninfected male immigrants. Our findings show how hitchhiking can occur between the physically unlinked genomes of host and endosymbiont, with dramatic consequences.