NKG2D ligands (NKG2DLs) are a group of major histocompatibility complex (MHC) class I-like molecules, the expression of which is induced by cellular stresses such as infection, tumorigenesis, heat shock, tissue damage, and DNA damage. They act as a molecular danger signal alerting the immune system for infected or neoplastic cells. Mammals have two families of NKG2DL genes: the MHC-encoded MIC gene family and the ULBP gene family encoded outside the MHC region in most mammals. Rodents such as mice and rats lack the MIC family of ligands. Interestingly, some mammals have NKG2DL-like molecules named MILL that are phylogenetically related to MIC, but do not function as NKG2DLs. In this paper, we review our current knowledge of the MIC, ULBP, and MILL gene families in representative mammalian species and discuss the origin and evolution of the NKG2DL gene family.