Plasmodium parasites exerted a strong selective pressure on primate genomes and mutations in genes encoding erythrocyte cytoskeleton proteins (ECP) determine protective effects against Plasmodium infection/pathogenesis. We thus hypothesized that ECP-encoding genes have evolved in response to Plasmodium-driven selection. We analyzed the evolutionary history of 15 ECP-encoding genes in primates, as well as of their Plasmodium-encoded ligands (KAHRP, MESA and EMP3). Results indicated that EPB42, SLC4A1, and SPTA1 evolved under pervasive positive selection and that episodes of positive selection tended to occur more frequently in primate species that host a larger number of Plasmodium parasites. Conversely, several genes, including ANK1 and SPTB, displayed extensive signatures of purifying selection in primate phylogenies, Homininae lineages, and human populations, suggesting strong functional constraints. Analysis of Plasmodium genes indicated adaptive evolution in MESA and KAHRP; in the latter, different positively selected sites were located in the spectrin-binding domains. Because most of the positively selected sites in alpha-spectrin localized to the domains involved in the interaction with KAHRP, we suggest that the two proteins are engaged in an arms-race scenario. This observation is relevant because KAHRP is essential for the formation of “knobs”, which represent a major virulence determinant for P. falciparum.