SummaryResearchers dealing with the human leukocyte antigen (HLA) class I and killer immunoglobulin receptor (KIR) multi‐gene families in humans are often wary of the complex and seemingly different situation that is encountered regarding these gene families in Old World monkeys. For the sake of comparison, the well‐defined and thoroughly studied situation in humans has been taken as a reference. In macaques, both the major histocompatibility complex class I and KIR gene families are plastic entities that have experienced various rounds of expansion, contraction, and subsequent recombination processes. As a consequence, haplotypes in macaques display substantial diversity with regard to gene copy number variation. Additionally, for both multi‐gene families, differential levels of polymorphism (allelic variation), and expression are observed as well. A comparative genetic approach has allowed us to answer questions related to ancestry, to shed light on unique adaptations of the species’ immune system, and to provide insights into the genetic events and selective pressures that have shaped the range of these gene families.