The circumventricular organs (CVOs) are specialised neuroepithelial structures found in the midline of the brain, grouped around the third and fourth ventricles. They mediate the communication between the brain and the periphery by performing sensory and secretory roles, facilitated by increased vascularisation and the absence of a blood-brain barrier. Surprisingly little is known about the origins of the CVOs (both developmental and evolutionary), but their functional and organisational similarities raise the question of the extent of their relationship. Here, I review our current knowledge of the embryonic development of the seven major CVOs (area postrema, median eminence, neurohypophysis, organum vasculosum of the lamina terminalis, pineal organ, subcommissural organ, subfornical organ) in embryos of different vertebrate species. Although there are conspicuous similarities between subsets of CVOs, no unifying feature characteristic of their development has been identified. Cross-species comparisons suggest that CVOs also display a high degree of evolutionary flexibility. Thus, the term 'CVO' is merely a functional definition, and features shared by multiple CVOs may be the result of homoplasy rather than ontogenetic or phylogenetic relationships.