Plants and fungi display a broad range of interactions in natural and agricultural ecosystems ranging from symbiosis to parasitism. These ecological interactions result in coevolution between genes belonging to different partners. A well-understood example is secreted fungal effector proteins and their host targets, which play an important role in pathogenic interactions. Biotrophic smut fungi (Basidiomycota) are well-suited to investigate the evolution of plant pathogens, because several reference genomes and genetic tools are available for these species. Here, we used the genomes of Sporisorium reilianum f. sp. zeae and S. reilianum f. sp. reilianum, two closely related formae speciales infecting maize and sorghum, respectively, together with the genomes of Ustilago hordei, Ustilago maydis, and Sporisorium scitamineum to identify and characterize genes displaying signatures of positive selection. We identified 154 gene families having undergone positive selection during species divergence in at least one lineage, among which 77% were identified in the two investigated formae speciales of S. reilianum. Remarkably, only 29% of positively selected genes encode predicted secreted proteins. We assessed the contribution to virulence of nine of these candidate effector genes in S. reilianum f. sp. zeae by deleting individual genes, including a homologue of the effector gene pit2 previously characterized in U. maydis. Only the pit2 deletion mutant was found to be strongly reduced in virulence. Additional experiments are required to understand the molecular mechanisms underlying the selection forces acting on the other candidate effector genes, as well as the large fraction of positively selected genes encoding predicted cytoplasmic proteins.