Transcription factors (TFs) regulate gene expression by specifically binding to DNA targets. Many factors have been revealed to influence TF-DNA binding specificity. Coevolution of residues in proteins occurs due to a common evolutionary history. However, it is unclear how coevolving residues in TFs contribute to DNA binding specificity. Here, we systematically analyzed TF-DNA interactions from high-throughput experiments for seven TF families, including Homeobox, HLH, bZIP_1, Ets, HMG_box, zf-C4 and Zn_clus TFs. Based on TF-DNA interactions, we detected TF subclass determining sites (TSDSs) defining the heterogeneity of DNA binding preference for each TF family. We showed that the TSDSs were more likely to be coevolving with TSDSs than with non-TSDSs, particularly for Homeobox, HLH, Ets, bZIP_1 and HMG_box TF families. Mutation of the highly coevolving residues could significantly reduce the stability of TF-DNA complex. The distant residues from the DNA interface also contributed to TF-DNA binding activity. Overall, our study gave evidence of the functional importance of coevolved residues in refining transcriptional regulation and provided clues to the application of engineered DNA-binding domains and protein.