A decisive event in the evolution of mammals from synapsid reptiles was the modification of ventral thoracic-abdominal epidermal glands to form the mammary gland. The natural selection events that drove the process may have been the provision of certain immunological agents in dermal secretions of those nascent mammals. This is mirrored by similar innate immune factors in mammalian sebum and in protherian and eutherian milks. On the basis of studies of existing mammalian orders, it is evident that immune agents in milk such as immunoglobulins, iron-binding proteins, lysozyme, oligosaccharides, and leukocytes compensate for developmental delays in early postnatal production of antimicrobial factors. At least in human milk, anti-inflammatory and immunomodulating agents also evolved to provide different types of protection for the offspring. In addition, investigations reveal that the types or concentrations of immunological agents in milk vary depending upon the type of placenta, lactation pattern, and environment of the species.