In mammals, males undergo a greater number of germline cell divisions compared with females. Thus, the male germline accumulates more DNA replication errors, which result in male mutation bias—a higher mutation rate for males than for females. The phenomenon of male mutation bias has been investigated mostly for rodents and primates, however, it has not been studied in detail for other mammalian orders. Here we sequenced and analyzed five introns of three genes (DBX/DBY, UTX/UTY, and ZFX/ZFY) homologous between X and Y chromosomes in several species of perissodactyls (horses and rhinos) and of primates. Male mutation bias was evident: substitution rate was higher for a Y chromosome intron than for its X chromosome homologue for all five intron pairs studied. Substitution rates varied regionally among introns sequenced on the same chromosome and this variation influenced male mutation bias inferred from each intron pair. Interestingly, we observed a positive correlation in substitution rates between homologous X and homologous Y introns as well as between orthologous primate and perissodactyl introns. The male-to-female mutation rate ratio estimated from concatenated sequences of five perissodactyl introns was 3.88 (95% CI = 2.90–6.07). Using the data generated here and estimates available in the literature, we compared male mutation bias among several mammalian orders. We conclude that male mutation bias is significantly higher for organisms with long generation times (primates, perissodactyls, and felids) than for organisms with short generation times (e.g., rodents) since the former undergo a greater number of male germline cell divisions.