Understanding the origin and evolution of pathogenicity and biotrophic life-style of rust fungi has remained a conundrum for decades. Research on the molecular mechanisms responsible for rust fungi evolution has been hampered by their biotrophic life-style until the sequencing of some rust fungi genomes. With the availability of multiple whole genomes and EST data for this group, it is now possible to employ genome-wide surveys and investigate how natural selection shaped their evolution. In this work, we employed a phylogenomics approach to search for positive selection and genes undergoing accelerated evolution at the origin of rust fungi on an assembly of single copy genes conserved across a broad range of basidiomycetes. Up to 985 genes were screened for positive selection on the phylogenetic branch leading to rusts, revealing a pervasive signal of positive selection throughout the data set with the proportion of positively selected genes ranging between 19.6-33.3%. Additionally, 30 genes were found to be under accelerated evolution at the origin of rust fungi, probably due to a mixture of positive selection and relaxation of purifying selection. Functional annotation of the positively selected genes revealed an enrichment in genes involved in the biosynthesis of secondary metabolites and several metabolism and transporter classes.