Comparative analyses of MHC gene diversity and evolution across different species could offer valuable insights into the evolution of MHC genes. Intra- and inter-species sequence diversity and conservation of 12 classical major histocompatibility complex (MHC) class I genes from cattle, chimpanzees, pigs, and humans was analyzed using 20 representative allelic groups for each gene. The combined analysis of paralogous loci for each species revealed that intra-locus amino-acid sequence variations in the peptide-binding region (PBR) of MHC I genes did not differ significantly between species, ranging from 8.44% for SLA to 10.75% for BoLA class I genes. In contrast, intraspecies differences in the non-PBRs of these paralogous genes were more pronounced, varying from 4.59% for SLA to 16.89% for HLA. Interestingly, the Shannon diversity index and rate of nonsynonymous substitutions for PBR were significantly higher in SLA and BoLA than those in Patr and HLA. Analysis of peptide-binding pockets across all analyzed MHC class I genes of the four species indicated that pockets A and E showed the lowest and highest diversity, respectively. The estimated divergence times suggest that primate and artiodactyl MHC class I genes diverged 60.41 Mya, and BoLA and SLA genes diverged 35.34 Mya. These results offer new insights into the conservation and diversity of MHC class I genes in various mammalian species.