Changes in gene expression are thought to underlie many of the phenotypic differences between species. However, large-scale analyses of gene expression evolution were until recently prevented by technological limitations. Here we report the sequencing of polyadenylated RNA from six organs across ten species that represent all major mammalian lineages (placentals, marsupials and monotremes) and birds (the evolutionary outgroup), with the goal of understanding the dynamics of mammalian transcriptome evolution. We show that the rate of gene expression evolution varies among organs, lineages and chromosomes, owing to differences in selective pressures: transcriptome change was slow in nervous tissues and rapid in testes, slower in rodents than in apes and monotremes, and rapid for the X chromosome right after its formation. Although gene expression evolution in mammals was strongly shaped by purifying selection, we identify numerous potentially selectively driven expression switches, which occurred at different rates across lineages and tissues and which probably contributed to the specific organ biology of various mammals.