Macrosatellites are large polymorphic tandem arrays. The human subtelomeric macrosatellite D4Z4 has 11-150 repeats, each containing a copy of the intronless DUX4 gene. DUX4 is linked to facioscapulohumeral muscular dystrophy, but its normal function is unknown. The DUX gene family includes DUX4, the intronless Dux macrosatellites in rat and mouse, as well as several intron-containing members (DUXA, DUXB, Duxbl, and DUXC). Here, we report that the genomic organization (though not the syntenic location) of primate DUX4 is conserved in the Afrotheria. In primates and Afrotheria, DUX4 arose by retrotransposition of an ancestral intron-containing DUXC, which is itself not found in these species. Surprisingly, we discovered a similar macrosatellite organization for DUXC in cow and other Laurasiatheria (dog, alpaca, dolphin, pig, and horse), and in Xenarthra (sloth). Therefore, DUX4 and Dux are not the only DUX gene macrosatellites. Our data suggest a new retrotransposition-displacement model for the evolution of intronless DUX macrosatellites.