Humans coexisted and interbred with other hominins which later became extinct. These archaic hominins are known to us only through fossil records and for two cases, genome sequences. Here, we engineer Neanderthal and Denisovan sequences into thousands of artificial genes to reconstruct the pre-mRNA processing patterns of these extinct populations. Of the 5,169 alleles tested in this massively parallel splicing reporter assay (MaPSy), we report 962 exonic splicing mutations that correspond to differences in exon recognition between extant and extinct hominins. Using MaPSy splicing variants, predicted splicing variants, and splicing quantitative trait loci, we show that splice-disrupting variants experienced greater purifying selection in anatomically modern humans than that in Neanderthals. Adaptively introgressed variants were enriched for moderate-effect splicing variants, consistent with positive selection for alternative spliced alleles following introgression. As particularly compelling examples, we characterized a unique tissue-specific alternative splicing variant at the adaptively introgressed innate immunity gene TLR1 , as well as a unique Neanderthal introgressed alternative splicing variant in the gene HSPG2 that encodes perlecan. We further identified potentially pathogenic splicing variants found only in Neanderthals and Denisovans in genes related to sperm maturation and immunity. Finally, we found splicing variants that may contribute to variation among modern humans in total bilirubin, balding, hemoglobin levels, and lung capacity. Our findings provide unique insights into natural selection acting on splicing in human evolution and demonstrate how functional assays can be used to identify candidate causal variants underlying differences in gene regulation and phenotype.