The major histocompatibility complex (MHC) is a key genomic model region for understanding the evolution of gene families and the co-evolution between host and pathogen. To date, MHC studies have mostly focused on species from major vertebrate lineages. The evolution of MHC classical (Ia) and non-classical (Ib) genes in pigs has attracted interest because of their antigen presentation roles as part of the adaptive immune system. The pig family Suidae comprises over 18 extant species (mostly wild), but only the domestic pig has been extensively sequenced and annotated. To address this, we used a DNA-capture approach, with probes designed from the domestic pig genome, to generate MHC data for 11 wild species of pigs and their closest living family, Tayassuidae. The approach showed good efficiency for wild pigs (~80% reads mapped, ~87× coverage), compared to tayassuids (~12% reads mapped, ~4× coverage). We retrieved 145 MHC loci across both families. Phylogenetic analyses show that the class Ia and Ib genes underwent multiple duplications and diversifications before suids and tayassuids diverged from their common ancestor. The histocompatibility genes mostly form orthologous groups and there is genetic differentiation for most of these genes between Eurasian and sub-Saharan African wild pigs. Tests of selection showed that the peptide-binding region of class Ib genes was under positive selection. These findings contribute to better understanding of the evolutionary history of the MHC, specifically, the class I genes, and provide useful data for investigating the immune response of wild populations against pathogens.