Adaptation in diploids is predicted to proceed via mutations that are at least partially dominant in fitness. Recently we argued that many adaptive mutations might also be commonly overdominant in fitness. Natural (directional) selection acting on overdominant mutations should drive them into the population but then, instead of bringing them to fixation, should maintain them as balanced polymorphisms via heterozygote advantage. If true, this would make adaptive evolution in sexual diploids differ drastically from that of haploids. Unfortunately, the validity of this prediction has not yet been tested experimentally. Here we performed 4 replicate evolutionary experiments with diploid yeast populations (Saccharomyces cerevisiae) growing in glucose-limited continuous cultures. We sequenced 24 evolved clones and identified initial adaptive mutations in all four chemostats. The first adaptive mutations in all four chemostats were three CNVs, all of which proved to be overdominant in fitness. The fact that fitness overdominant mutations were always the first step in independent adaptive walks strongly supports the prediction that heterozygote advantage can arise as a common outcome of directional selection in diploids and demonstrates that overdominance of de novo adaptive mutations in diploids is not rare.