Fungus-growing termites (subfamily Macrotermitinae, Isoptera) cultivate fungal crops (genus Termitomyces, Basidiomycotina) in gardens inside their colonies. Those fungus gardens are continuously provided with plant substrates, whereas older parts that have been well decomposed by the fungus are consumed (cf.). Fungus-growing termites are found throughout the Old World tropics, in rain forests and savannas, but are ecologically dominant in savannas. Here, we reconstruct the ancestral habitat and geographical origin of fungus-growing termites. We used a statistical model of habitat switching repeated over all phylogenetic trees sampled in a Bayesian analysis of molecular data. Our reconstructions provide strong evidence that termite agriculture originated in African rain forest and that the main radiation leading to the extant genera occurred there. Because extant savanna species are found in most genera, this moreover suggests that the savanna has repeatedly been colonized by fungus-growing termites. Furthermore, at least four independent "out-of-Africa" migrations into Asia, and at least one independent migration to Madagascar, have occurred. Although fungus growing by termites is ecologically most successful under the variable, unfavorable conditions of the savanna, it seems to have evolved under the more constant and favorable conditions of the rain forest.