Sox genes encode a family of transcription factors with important roles in metazoan development, including sex-determination, embryogenesis, neurogenesis, and skeletogenesis. We identified Sox genes in the Bombyx mori genome and characterized their evolution and expression patterns. Nine Sox genes were annotated, and could be classified into five groups, B-F. Four Sox genes in the B group were tandemly clustered on one chromosome, a characteristic common to their orthologs in other insects. The intron number in the high-mobility group (HMG) box of Sox genes exhibited low diversity across surveyed insects. Based on 40 different silkworm variety genomes, we found a similar number of single nucleotide polymorphisms (SNPs) in the coding sequences of each Sox gene, for domesticated and wild groups. However, a gene-based examination showed that SoxB3 and SoxD might be evolving under positive selection during silkworm domestication. Phylogenetic analysis showed that SoxC, SoxD, and SoxF originated before the radiation of insects, and groups B and E evolved through gene duplication after the radiation of insects. Furthermore, BmSox21a, BmSoxB3, BmSoxD, and BmSoxE reveal stage, tissue, or sex-dependent expression patterns. These results provide a foundation for further surveying the functions of Sox genes during silkworm development and domestication.