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Chicks (baby of chickens) and ducklings seem to have fine hairs, at least something that look like hairs to me. Most mammals have hairs, but reptiles, fish, or other animal groups do not have hairs as far as I know.

I have looked up the tree of evolution, and it looks like this. http://www.talkorigins.org/faqs/wells/images/richardson_fig9.gif

So, the tortoises, crocodiles (I do not know what lepidosauria means but I guess it is reptiles other than the aforementioned), and birds diverged after their common ancestor was split from the common ancestor of mammals.

Since none of the tortoises, lepidosauria, or crocodiles have hairs now, does this mean that the hair of birds and mammalian hair is an example of convergent evolution? Or did these other taxa lose hair during evolution?

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    $\begingroup$ Fledglings do not have hair, but "down" -- a very, very fine type of feather used to insulate the chicks (and convergent in purpose with mammalian hair there). $\endgroup$ – MCM Feb 25 '15 at 1:00
  • $\begingroup$ Is there any significant difference between hair and down? $\endgroup$ – Damn Vegetables Feb 25 '15 at 1:15
  • $\begingroup$ I advice you to have a look into the commonalities (chemically, functionally and evolutionary) between feathers and hair and forget about feather-down. That should get you a lot closer to the bottom of things and will lead to a better question. $\endgroup$ – AliceD Feb 25 '15 at 2:16
  • $\begingroup$ Hair, feathers, fish scales, shark armor - they're all skin cells. $\endgroup$ – Dan Horvat Jun 8 '15 at 0:33
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Bird "baby hair" are modified feathers. (Or perhaps feathers are modified "baby hair". The ancestral state for feathers was probably closer to the chick's down in appearance, but I don't know whether chick down is unmodified original feather or whether it was feathers and then modified again.)

In any case, mammalian hair and dinosaur feathers (which includes bird feathers) are separately evolved from the same base structure, modified reptilian scales. They are therefore homologous, but evolved independently.

These results reveal a new evolutionary scenario where hairs, feathers, and scales of extant species are homologous structures inherited, with modification, from their shared reptilian ancestor’s skin appendages already characterized by an anatomical placode and associated signaling molecules.

--The anatomical placode in reptile scale morphogenesis indicates shared ancestry among skin appendages in amniotes

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iayork's answer is a good one, I will add one thing: Mammalian hair doesn't show up in the fossil record before the Late Permian; Feathers for their part have not yet been found outside of Dinosauria, a clade which started in the Triassic (which came after the Permian).

The common ancestor of Mammals and Dinosaurs however existed in the Carboniferous, around 312 million years ago, which is 12 million years before the beginning of the Permian and more like 50 million years or so before the earliest fossil fur found so far (I couldn't find a date more precise than "Late Permian" but the Permian ended 252 million years ago).

Add to this that the common ancestor of Mammals and Dinosaurs is also the common ancestor of basically all fossil tetrapods that weren't amphibians, and no fur or feathers have been found on any of those outside of a few Dinosaur groups and the Mammal lineage, that no feathers have been found in any ancestor of Mammals and no fur has been found in any ancestor of Birds... It is pretty clear that the common ancestor of Birds and Mammals had neither fur nor feathers, meaning those features evolved convergently.

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