The principal energy generating system in animals is the oxidative phosphorylation (OXPHOS) pathway, which depends on the tight interaction of nuclear- and mitochondrial-encoded genes to function properly. Mitochondrial genes accumulate substitutions more quickly than nuclear genes, yet the impact of selection on mitochondrial genes is significantly reduced relative to nuclear genes because of the non-recombining nature of the mitochondrial genome and its predicted smaller effective population size. It has therefore been hypothesized that the nuclear-encoded genes of the OXPHOS pathway are under strong selective pressure to compensate for the accumulation of deleterious nucleotide substitutions in mitochondrial-encoded OXPHOS genes, a process known as compensatory co-adaptation. We evaluated this hypothesis by analyzing nuclear-encoded OXPHOS genes for signatures of positive selection as well as evolutionary constraints at amino acid sites. We considered OXPHOS genes of six holometabolous insects and their orthologs from three Nasonia parasitoid wasps, the hybrids of which suffer from an increased mortality rate caused by cytonuclear genic incompatibilities. Although nuclear OXPHOS genes are typically highly conserved, we found significant evidence for elevated amino acid divergence in 4 of the 59 studied nuclear-encoded OXPHOS genes. We also found that three of these four genes, as well as six other OXPHOS genes, contain amino acid substitutions between Nasonia species at evolutionarily constrained sites. It is possible that these genes account for the reported incompatibility in Nasonia hybrids and their characterization may lead to a better understanding of the role of positive selection in the genetics of speciation.