Chemokines and their receptors (members of the GPCR super-family) are involved in a wide variety of physiological processes and diseases; thus, understanding the specificity of the chemokine receptor family could help develop new receptor specific drugs. Here, we explore the evolutionary mechanisms that led to the emergence of the chemokine receptors. Based on GPCR hierarchical classification, we analyzed nested GPCR sets with an eigen decomposition approach of the sequence covariation matrix and determined three key residues whose mutation was crucial for the emergence of the chemokine receptors and their subsequent divergence into homeostatic and inflammatory receptors. These residues are part of the allosteric sodium binding site. Their structural and functional roles were investigated by molecular dynamics simulations of CXCR4 and CCR5 as prototypes of homeostatic and inflammatory chemokine receptors, respectively. This study indicates that the three mutations crucial for the evolution of the chemokine receptors dramatically altered the sodium binding mode. In CXCR4, the sodium ion is tightly bound by four protein atoms and one water molecule. In CCR5, the sodium ion is mobile within the binding pocket and moves between different sites involving from one to three protein atoms and two to five water molecules. Analysis of chemokine receptor evolution reveals that a highly constrained sodium binding site characterized most ancient receptors, and that the constraints were subsequently loosened during the divergence of this receptor family. We discuss the implications of these findings for the evolution of the chemokine receptor functions and mechanisms of action.