The evolutionary origin of the mammary gland has been difficult to establish because little knowledge can be gained on the origin of soft tissue organs from fossil evidence. One approach to resolve the origin of lactation has compared the anatomy of existing primitive mammals to skin glands, whilst another has examined the metabolic and molecular synergy between mammary gland development and the innate immune system. We have reviewed the physiology of lactation in five mammalian species with special reference to these theories. In all species, milk fulfils dual functions of providing protection and nutrition to the young and, furthermore, within species the quality and quantity of milk are highly conserved despite maternal malnutrition or illness. There are vast differences in birth weight, milk production, feeding frequency, macronutrient concentration, growth rate and length of lactation between rabbits, quokkas (Setonix brachyurus), pigs, cattle and humans. The components that protect the neonate against infection do so without causing inflammation. Many protective components are not unique to the mammary gland and are shared with the innate immune system. In contrast, many of the macronutrients in milk are unique to the mammary gland, have evolved from components of the innate immune system, and have either retained or developed multiple functions including the provision of nourishment and protection of the hatchling/neonate. Thus, there is a strong argument to suggest that the mammary gland evolved from the inflammatory response; however, the extensive protection that has developed in milk to actively avoid triggering inflammation seems to be a contradiction.