The hypothalamic-pituitary-thyroid axis (HPT) is the main regulator of the synthesis and secretion of thyroid hormones. It is composed of the hypothalamus, the pituitary gland, and the thyroid gland, which communicate with each other through different messengers. A comparative analysis of vertebrates, including lampreys, fish, amphibians, reptiles, avians, and mammals, can recreate the evolution of this axis. The study of these species has facilitated a comprehensive understanding of the anatomy and functionality of the glands and molecules involved in the communication of the HPT axis during vertebrate evolution. Furthermore, scientists have been able to trace the rudiments of the glands in invertebrates, such as tunicates and amphioxus, and the evolution of ancestral molecules in the vertebrate HPT axis. Analyzing changes in genes, molecules, proteins, and structures that comprise the HPT axis and its involvement in energy homeostasis and thermogenesis may provide insights into the evolutionary processes that have fine-tuned this neuroendocrine network.