G protein-coupled receptors (GPCRs) play an important role in physiology and disease and represent productive drug targets. Orphan GPCRs, which have unknown endogenous ligands, are considered drug targets and consequently have attracted great interest in identifying their endogenous cognate ligands for deorphanization. However, additional studies have shown that GPCRs, including many orphan GPCRs, can constitutively activate G protein signaling in a ligand-independent manner. GPR39 is such an orphan GPCR with constitutive activity. Here, we performed a phylogenetic and selection analysis of GPR39 in vertebrates, and we found that GPR39 underwent positive selection in different branches of vertebrates. Using luciferase reporter assays, we demonstrated that human, frog and chicken GPR39 can constitutively activate Gq and G12 signaling pathways in a ligand-independent manner. Zebrafish GPR39 can constitutively activate Gs, Gq and G12 signaling pathways in a ligand-independent manner. We further found that the zebrafish-H296 site is crucial for the activity of the Gs signaling pathway. In addition, our mutagenesis studies indicated that the positive selection sites of GPR39 from different species had important effects on the constitutive activity of the receptor. Our results revealed the adaptive evolution of GPR39 in diverse directions, which led to differences in constitutive activity.