Genes involved in the immune system tend to have higher rates of adaptive evolution than other genes in the genome, probably because they are coevolving with pathogens. We have screened a sample of Drosophila genes to identify those evolving under positive selection. First, we identified rapidly evolving immunity genes by comparing 140 loci in Drosophila erecta and D. yakuba. Secondly, we resequenced 23 of the fastest evolving genes from the independent species pair D. melanogaster and D. simulans, and identified those under positive selection using a McDonald-Kreitman test. There was strong evidence of adaptive evolution in two serine proteases (persephone and spirit) and a homolog of the Anopheles serpin SRPN6, and weaker evidence in another serine protease and the death domain protein dFADD. These results add to mounting evidence that immune signalling pathway molecules often evolve rapidly, possibly because they are sites of host-parasite coevolution.