Natural selection has played important roles in optimizing complex human adaptations. However, schizophrenia poses an evolutionary paradox during human evolution, as the illness has strongly negative effects on fitness, but persists with a prevalence of ~0.5% across global populations. Recent studies have identified numerous risk variations in diverse populations, which might be able to explain the stable and high rate of schizophrenia morbidity in different cultures and regions, but the questions about why the risk alleles derived and maintained in human gene pool still remain unsolved. Here, we studied the evolutionary pattern of a schizophrenia risk variant rs13107325 ( P < 5.0×10 ⁻⁸ in Europeans) in the SLC39A8 gene. We found the SNP is monomorphic in Asians and Africans with risk (derived) T-allele totally absent, and further evolutionary analyses showed the T-allele has experienced recent positive selection in Europeans. Subsequent exploratory analyses implicated that the colder environment in Europe was the likely selective pressures, ie, when modern humans migrated “out of Africa” and moved to Europe mainland (a colder and cooler continent than Africa), new alleles derived due to positive selection and protected humans from risk of hypertension and also helped them adapt to the cold environment. The hypothesis was supported by our pleiotropic analyses with hypertension and energy intake as well as obesity in Europeans. Our data thus provides an intriguing example to illustrate a possible mechanism for maintaining schizophrenia risk alleles in the human gene pool, and further supported that schizophrenia is likely a product caused by pleiotropic effect during human evolution.