The origin of new structures and functions is an important process in evolution. In the past decades, we have obtained some preliminary knowledge of the origin and evolution of new genes. However, as the basic unit of genes, the origin and evolution of exons remain unclear. Because young exons retain the footprints of origination, they can be good materials for studying origin and evolution of new exons. In this paper, we report two young exons in a zinc finger protein gene of rodents. Since they are unique sequences in mouse and rat genome and no homologous sequences were found in the orthologous genes of human and pig, the young exons might originate after the divergence of primates and rodents through exonization of intronic sequences. Strong positive selection was detected in the new exons between mouse and rat, suggesting that these exons have undergone significant functional divergence after the separation of the two species. On the other hand, population genetics data of mouse demonstrate that the new exons have been subject to functional constraint, indicating an important function of the new exons in mouse. Functional analyses suggest that these new exons encode a nuclear localization signal peptide, which may mediate new ways of nuclear protein transport. To our knowledge, this is the first example of the origin and evolution of young exons.