The immune system of vertebrate species consists of many different cell types that have distinct functional roles and are subject to different evolutionary pressures. Here, we first analyzed conservation of genes specific for all major immune cell types in human and mouse. Our results revealed higher gene turnover and faster evolution of trans-membrane proteins in NK cells compared with other immune cell types, and especially T cells, but similar conservation of nuclear and cytoplasmic protein coding genes. To validate these findings in a distant vertebrate species, we used single-cell RNA sequencing of lck:GFP cells in zebrafish and obtained the first transcriptome of specific immune cell types in a nonmammalian species. Unsupervised clustering and single-cell TCR locus reconstruction identified three cell populations, T cells, a novel type of NK-like cells, and a smaller population of myeloid-like cells. Differential expression analysis uncovered new immune-cell-specific genes, including novel immunoglobulin-like receptors, and neofunctionalization of recently duplicated paralogs. Evolutionary analyses confirmed the higher gene turnover of trans-membrane proteins in NK cells compared with T cells in fish species, suggesting that this is a general property of immune cell types across all vertebrates.