Major Histocompatibility Complex class I molecules (MHC-I) are expressed at the cell surface and are responsible for the presentation of self and non-self antigen repertoires to the immune system. Eutherian mammals including mice and humans express both classical and non-classical MHC-I molecules in the placenta, the latter of which are thought to modulate the maternal immune response during pregnancy. Marsupials last shared a common ancestor with eutherian mammals such as humans and mice over 160 million years ago. Since, like eutherians, they have an intra-uterine development dependent on a placenta, albeit a short-lived and less invasive one, they provide an opportunity to investigate the evolution of MHC-I expression at the fetal-maternal interface. We have characterised MHC-I and β2-microglobulin (β2m) mRNA expression in reproductive tissues of the tammar wallaby (Macropus eugenii) from the time of placental attachment to day 25 of the 26.5 day pregnancy. For placental samples we sequenced 10 PCR clones amplified from universal MHC-I primers at days 18, 19, 21, 24 and 25 of pregnancy. Putative classical MHC-I genes and β2m were expressed in the chorio-vitelline placenta, fetus and gravid endometrium throughout the whole of this period. MHC-I classical sequences isolated from placenta were phylogenetically most similar to the Maeu-UC (50/100 clones) and Maeu-UA genes (7/100 clones). Maeu-UA and Maeu-UC were also the most highly expressed MHC-I genes in tammar placental transcriptome data. However, expression of these classical MHC-I genes was much higher in fetal tissue compared to the placenta suggesting differential expression between these tissue types. Expression of three non-classical MHC-I genes (Maeu-UD, Maeu-UK and Maeu-UM) was also present in placental samples. The results suggest that expression of classical and non-classical MHC-I genes in extant marsupial and eutherian mammals may have been necessary for the evolution of the ancestral therian placenta and survival of the mammalian fetus.