Long transcripts that do not encode protein have only rarely been the subject of experimental scrutiny. Presumably, this is owing to the current lack of evidence of their functionality, thereby leaving an impression that, instead, they represent “transcriptional noise.” Here, we describe an analysis of 3122 long and full-length, noncoding RNAs (“macroRNAs”) from the mouse, and compare their sequences and their promoters with orthologous sequence from human and from rat. We considered three independent signatures of purifying selection related to substitutions, sequence insertions and deletions, and splicing. We find that the evolution of the set of noncoding RNAs is not consistent with neutralist explanations. Rather, our results indicate that purifying selection has acted on the macroRNAs’ promoters, primary sequence, and consensus splice site motifs. Promoters have experienced the greatest elimination of nucleotide substitutions, insertions, and deletions. The proportion of conserved sequence (4.1%–5.5%) in these macroRNAs is comparable to the density of exons within protein-coding transcripts (5.2%). These macroRNAs, taken together, thus possess the imprint of purifying selection, thereby indicating their functionality. Our findings should now provide an incentive for the experimental investigation of these macroRNAs’ functions.