Expansion of the cortical gray matter in evolution has been accompanied by an even faster expansion of the subcortical white matter volume and by folding of the gray matter surface, events traditionally considered to occur homogeneously across mammalian species. Here we investigate how white matter expansion and cortical folding scale across species of rodents and primates as the gray matter gains neurons. We find very different scaling rules of white matter expansion across the two orders, favoring volume conservation and smaller propagation times in primates. For a similar number of cortical neurons, primates have a smaller connectivity fraction and less white matter volume than rodents; moreover, as the cortex gains neurons, there is a much faster increase in white matter volume and in its ratio to gray matter volume in rodents than in primates. Order-specific scaling of the white matter can be attributed to different scaling of average fiber caliber and neuronal connectivity in rodents and primates. Finally, cortical folding increases as different functions of the number of cortical neurons in rodents and primates, scaling faster in the latter than in the former. While the neuronal rules that govern gray and white matter scaling are different across rodents and primates, we find that they can be explained by the same unifying model, with order-specific exponents. The different scaling of the white matter has implications for the scaling of propagation time and computational capacity in evolution, and calls for a reappraisal of developmental models of cortical expansion in evolution.