Previous comparative genomic studies of genes involved in olfactory behavior in Drosophila focused only on particular gene families such as odorant receptor and/or odorant binding proteins. However, olfactory behavior has a complex genetic architecture that is orchestrated by many interacting genes. In this paper, we present a comparative genomic study of olfactory behavior in Drosophila including an extended set of genes known to affect olfactory behavior. We took advantage of the recent burst of whole genome sequences and the development of powerful statistical tools to analyze genomic data and test evolutionary and functional hypotheses of olfactory genes in the six species of the Drosophila melanogaster species group for which whole genome sequences are available. Our study reveals widespread purifying selection and limited incidence of positive selection on olfactory genes. We show that the pace of evolution of olfactory genes is mostly independent of the life cycle stage, and of the number of life cycle stages, in which they participate in olfaction. However, we detected a relationship between evolutionary rates and the position that the gene products occupy in the olfactory system, genes occupying central positions tend to be more constrained than peripheral genes. Finally, we demonstrate that specialization to one host does not seem to be associated with bursts of adaptive evolution in olfactory genes in D. sechellia and D. erecta, the two specialists species analyzed, but rather different lineages have idiosyncratic evolutionary histories in which both historical and ecological factors have been involved.