Whole-genome duplication events (polyploidy events) and gene loss events have played important roles in the evolution of legumes. Here we show that the vast majority of Hsf gene duplications resulted from whole genome duplication events rather than tandem duplication, and significant differences in gene retention exist between species. By searching for intraspecies gene colinearity (microsynteny) and dating the age distributions of duplicated genes, we found that genome duplications accounted for 42 of 46 Hsf-containing segments in Glycine max, while paired segments were rarely identified in Lotus japonicas, Medicago truncatula and Cajanus cajan. However, by comparing interspecies microsynteny, we determined that the great majority of Hsf-containing segments in Lotus japonicas, Medicago truncatula and Cajanus cajan show extensive conservation with the duplicated regions of Glycine max. These segments formed 17 groups of orthologous segments. These results suggest that these regions shared ancient genome duplication with Hsf genes in Glycine max, but more than half of the copies of these genes were lost. On the other hand, the Glycine max Hsf gene family retained approximately 75% and 84% of duplicated genes produced from the ancient genome duplication and recent Glycine-specific genome duplication, respectively. Continuous purifying selection has played a key role in the maintenance of Hsf genes in Glycine max. Expression analysis of the Hsf genes in Lotus japonicus revealed their putative involvement in multiple tissue-/developmental stages and responses to various abiotic stimuli. This study traces the evolution of Hsf genes in legume species and demonstrates that the rates of gene gain and loss are far from equilibrium in different species.