The present review focuses on the history of genes involved in the major histocompatibility complex (MHC), with a special emphasis on class I function in peptide presentation. The MHC class II story is covered in less detail, as it does not have a major impact on the general understanding of the MHC evolution. We first redefine the MHC as the definition evolved over time. We then use phylogenetic analysis to investigate the history of genes involved in the MHC class I process. As not all the genes involved in this process have been phylogenetically analyzed and because new sequences have been recently released in biological databases, we have re-investigated this matter. In the light of the phylogenetic analysis, the functions of the orthologs of the genes involved in MHC processes are examined in species not having an MHC system. We then demonstrate that the emergence of this new function is due to various levels of co-option.