Genetic linkage may result in the expression of multiple products from a polycistronic transcript, under the control of a single promoter. In animals, protein-coding polycistronic transcripts are rare. However, microRNAs are frequently clustered in the genomes of animals, and these clusters are often transcribed as a single unit. The evolution of microRNA clusters has been the subject of much speculation, and a selective advantage of clusters of functionally related microRNAs is often proposed. However, the origin of microRNA clusters has not been so far explored. Here, we study the evolution of microRNA clusters in Drosophila melanogaster. We observed that the majority of microRNA clusters arose by the de novo formation of new microRNA-like hairpins in existing microRNA transcripts. Some clusters also emerged by tandem duplication of a single microRNA. Comparative genomics show that these clusters are unlikely to split or undergo rearrangements. We did not find any instances of clusters appearing by rearrangement of pre-existing microRNA genes. We propose a model for microRNA cluster evolution in which selection over one of the microRNAs in the cluster interferes with the evolution of the other linked microRNAs. Our analysis suggests that the study of microRNAs and small RNAs must consider linkage associations.