We study genome-wide nucleotide diversity in three subspecies of extant chimpanzees using exome capture. After strict filtering, Single Nucleotide Polymorphisms and indels were called and genotyped for greater than 50% of exons at a mean coverage of 35× per individual. Central chimpanzees (Pan troglodytes troglodytes) are the most polymorphic (nucleotide diversity, θw = 0.0023 per site) followed by Eastern (P. t. schweinfurthii) chimpanzees (θw = 0.0016) and Western (P. t. verus) chimpanzees (θw = 0.0008). A demographic scenario of divergence without gene flow fits the patterns of autosomal synonymous nucleotide diversity well except for a signal of recent gene flow from Western into Eastern chimpanzees. The striking contrast in X-linked versus autosomal polymorphism and divergence previously reported in Central chimpanzees is also found in Eastern and Western chimpanzees. We show that the direction of selection statistic exhibits a strong nonmonotonic relationship with the strength of purifying selection S, making it inappropriate for estimating S. We instead use counts in synonymous versus nonsynonymous frequency classes to infer the distribution of S coefficients acting on nonsynonymous mutations in each subspecies. The strength of purifying selection we infer is congruent with the differences in effective sizes of each subspecies: Central chimpanzees are undergoing the strongest purifying selection followed by Eastern and Western chimpanzees. Coding indels show stronger selection against indels changing the reading frame than observed in human populations.