The functional sites of a protein present important information for determining its cellular function and are fundamental in drug design. Accordingly, accurate methods for the prediction of functional sites are of immense value. Most available methods are based on a set of homologous sequences and structural or evolutionary information, and assume that functional sites are more conserved than the average. In the analysis presented here, we have investigated the conservation of location and type of amino acids at functional sites, and compared the behaviour of functional sites between different protein domains.\\ Functional sites were extracted from experimentally determined structural complexes from the Protein Data Bank harbouring a conserved protein domain from the SMART database. In general, functional (i.e. interacting) sites whose location is more highly conserved are also more conserved in their type of amino acid. However, even highly conserved functional sites can present a wide spectrum of amino acids. The degree of conservation strongly depends on the function of the protein domain and ranges from highly conserved in location and amino acid to very variable. Differentiation by binding partner shows that ion binding sites tend to be more conserved than functional sites binding peptides or nucleotides.\\ The results gained by this analysis will help improve the accuracy of functional site prediction and facilitate the characterization of unknown protein sequences.