Background Classical major histocompatibility complex (MHC) class II molecules play an essential role in presenting peptide antigens to CD4+ T lymphocytes in the acquired immune system. The non-classical class II DM molecule, HLA-DM in the case of humans, possesses critical function in assisting the classical MHC class II molecules for proper peptide loading and is highly conserved in tetrapod species. Although the absence of DM-like genes in teleost fish has been speculated based on the results of homology searches, it has not been definitively clear whether the DM system is truly specific for tetrapods or not. To obtain a clear answer, we comprehensively searched class II genes in representative teleost fish genomes and analyzed those genes regarding the critical functional features required for the DM system. Results We discovered a novel ancient class II group (DE) in teleost fish and classified teleost fish class II genes into three major groups (DA, DB and DE). Based on several criteria, we investigated the classical/non-classical nature of various class II genes and showed that only one of three groups (DA) exhibits classical-type characteristics. Analyses of predicted class II molecules revealed that the critical tryptophan residue required for a classical class II molecule in the DM system could be found only in some non-classical but not in classical-type class II molecules of teleost fish. Conclusions Teleost fish, a major group of vertebrates, do not possess the DM system for the classical class II peptide-loading and this sophisticated system has specially evolved in the tetrapod lineage.