Several recent studies have examined different aspects of mammalian higher order chromatin structure - replication timing, lamina association and Hi-C inter-locus interactions - and have suggested that most of these features of genome organisation are conserved over evolution. However, the extent of evolutionary divergence in higher order structure has not been rigorously measured across the mammalian genome, and until now little has been known about the characteristics of any divergent loci present. Here, we generate a dataset combining multiple measurements of chromatin structure and organisation over many embryonic cell types for both human and mouse that, for the first time, allows a comprehensive assessment of the extent of structural divergence between mammalian genomes. Comparison of orthologous regions confirms that all measurable facets of higher order structure are conserved between human and mouse, across the vast majority of the detectably orthologous genome. This broad similarity is observed in spite of many loci possessing cell type specific structures. However, we also identify hundreds of regions (from 100 Kb to 2.7 Mb in size) showing consistent evidence of divergence between these species, constituting at least 10% of the orthologous mammalian genome and encompassing many hundreds of human and mouse genes. These regions show unusual shifts in human GC content, are unevenly distributed across both genomes, and are enriched in human subtelomeric regions. Divergent regions are also relatively enriched for genes showing divergent expression patterns between human and mouse ES cells, implying these regions cause divergent regulation. Particular divergent loci are strikingly enriched in genes implicated in vertebrate development, suggesting important roles for structural divergence in the evolution of mammalian developmental programmes. These data suggest that, though relatively rare in the mammalian genome, divergence in higher order chromatin structure has played important roles during evolution.