Roles of constraints in shaping evolutionary outcomes are often considered in the contexts of developmental biology and population genetics, in terms of capacities to generate new variants and how selection limits or promotes consequent phenotypic changes. Comparative genomics also recognizes the role of constraints, in terms of shaping evolution of gene and genome architectures, sequence evolutionary rates, and gene gains or losses, as well as on molecular phenotypes. Characterizing patterns of genomic change where putative functions and interactions of system components are relatively well described offers opportunities to explore whether genes with similar roles exhibit similar evolutionary trajectories. Using insect immunity as our test case system, we hypothesize that characterizing gene evolutionary histories can define distinct dynamics associated with different functional roles. We develop metrics that quantify gene evolutionary histories, employ these to characterize evolutionary features of immune gene repertoires, and explore relationships between gene family evolutionary profiles and their roles in immunity to understand how different constraints may relate to distinct dynamics. We identified three main axes of evolutionary trajectories characterized by gene duplication and synteny, maintenance/stability and sequence conservation, and loss and sequence divergence, highlighting similar and contrasting patterns across these axes amongst subsets of immune genes. Our results suggest that where and how genes participate in immune responses limit the range of possible evolutionary scenarios they exhibit. The test case study system of insect immunity highlights the potential of applying comparative genomics approaches to characterize how functional constraints on different components of biological systems govern their evolutionary trajectories.