The molecular changes that support implantation in eutherian mammals are necessary to establish pregnancy. In marsupials, pregnancy is relatively short, and although a placenta does form, it is present for only a few days before parturition. However, morphological changes in the uterus of marsupials at term mimic those that occur during implantation in humans and mice. We investigated the molecular similarity between term pregnancy in the marsupials and implantation in eutherian mammals using the gray short-tailed opossum (Monodelphis domestica) as a model. Transcriptomic analysis shows that term pregnancy in the opossum is characterized by an inflammatory response consistent with implantation in humans and mice. This immune response is temporally correlated with the loss of the eggshell, and we used immunohistochemistry to report that this reaction occurs at the materno–fetal interface. We demonstrate that key markers of implantation, including Heparin binding EGF-like growth factor and Mucin 1, exhibit expression and localization profiles consistent with the pattern observed during implantation in eutherian mammals. Finally, we show that there are transcriptome-wide similarities between the opossum attachment reaction and implantation in rabbits and humans. Our data suggest that the implantation reaction that occurs in eutherians is derived from an attachment reaction in the ancestral therian mammal which, in the opossum, leads directly to parturition. Finally, we argue that the ability to shift from an inflammatory attachment reaction to a noninflammatory period of pregnancy was a key innovation in eutherian mammals that allowed an extended period of intimate placentation.