Pneumocystis spp. are a group of fungi that are known for causing opportunistic infections in immunocompromised individuals. It was only at the end of the 20th century that the scientific community challenged the notion of a unique species in the genus Pneumocystis (i.e., Pneumocystis carinii) that drastically changed the understanding of the natural history of pneumocystosis. It is now accepted that the Pneumocystis genus comprises a group of heterogenous fungi having multiple stenoxenic biological entities. These are widely distributed in the ecosystems and closely adapt to the mammalian species they colonize. The infection is transmitted via airborne route, allowing them to successfully dwell in the lungs of infected individuals. This article reviews some of the atypical features of these fungal microorganisms, namely host specificity and their parallel history with the mammalian hosts in which they co-evolve. Pneumocystis organisms can serve as powerful tools for phylogenetic and phylogeographic studies in mammals. Finally, the review challenges the genetic markers used historically to study the genetic diversity of