In insects, the sex determination cascade is composed of genes that interact with each other in a strict hierarchical manner, constituting a coadapted gene complex built in reverse order from bottom to top. Accordingly, ancient elements at the bottom are expected to remain conserved ensuring the correct functionality of the cascade. In the present work, we have studied the levels of variation displayed by five key components of the sex determination cascade across 59 insect species, including Sex-lethal, transformer, transformer-2, fruitless, doublesex, and sister-of-Sex-lethal (a paralog of Sxl encompassing sex-independent functions). Surprisingly, our results reveal that basal components of the cascade (doublesex, fruitless) seem to evolve more rapidly than previously suspected. Indeed, in the case of Drosophila, these proteins evolve more rapidly than the master regulator Sex-lethal. These results agree with the notion suggesting that genes involved in early aspects of development will be more constrained due to the large deleterious pleiotropic effects of mutations, resulting in increased levels of purifying selection at top positions of the cascade. The analyses of the selective episodes involved in the recruitment of Sxl into sex-determining functions further support this idea, suggesting the presence of bursts of adaptive selection in the common ancestor of drosophilids, followed by the onset of purifying selection preserving the master regulatory role of this protein on top of the Drosophila sex determination cascade. Altogether, these results underscore the importance of the position of sex determining genes in the cascade, constituting a major constraint shaping the molecular evolution of the insect sex determination pathway.