diff --git a/hy/macros.py b/hy/macros.py
index 231d66e..d3530fd 100644
--- a/hy/macros.py
+++ b/hy/macros.py
@@ -20,7 +20,13 @@
 
 from hy.models.expression import HyExpression
 from hy.models.string import HyString
+from hy.models.symbol import HySymbol
 from hy.models.list import HyList
+from hy.models.integer import HyInteger
+from hy.models.float import HyFloat
+from hy.models.complex import HyComplex
+from hy.models.dict import HyDict
+from hy.util import str_type
 
 from collections import defaultdict
 
@@ -44,12 +50,32 @@ def require(source_module_name, target_module_name):
         refs[name] = macro
 
 
+def _wrap_value(x):
+    wrapper = _wrappers.get(type(x))
+    if wrapper is None:
+        return x
+    else:
+        return wrapper(x)
+
+_wrappers = {
+    int: HyInteger,
+    bool: lambda x: HySymbol("True") if x else HySymbol("False"),
+    float: HyFloat,
+    complex: HyComplex,
+    str_type: HyString,
+    dict: lambda d: HyDict(_wrap_value(x) for x in sum(d.items(), ())),
+    list: lambda l: HyList(_wrap_value(x) for x in l)
+}
+
+
 def process(tree, module_name):
     if isinstance(tree, HyExpression):
         fn = tree[0]
         if fn in ("quote", "quasiquote"):
             return tree
-        ntree = HyExpression([fn] + [process(x, module_name) for x in tree[1:]])
+        ntree = HyExpression(
+            [fn] + [process(x, module_name) for x in tree[1:]]
+        )
         ntree.replace(tree)
 
         if isinstance(fn, HyString):
@@ -57,7 +83,7 @@ def process(tree, module_name):
             if m is None:
                 m = _hy_macros[None].get(fn)
             if m is not None:
-                obj = m(*ntree[1:])
+                obj = _wrap_value(m(*ntree[1:]))
                 obj.replace(tree)
                 return obj
 
diff --git a/tests/native_tests/native_macros.hy b/tests/native_tests/native_macros.hy
index dcb3904..276685f 100644
--- a/tests/native_tests/native_macros.hy
+++ b/tests/native_tests/native_macros.hy
@@ -8,3 +8,29 @@
   (setv x [])
   (rev (.append x 1) (.append x 2) (.append x 3))
   (assert (= x [3 2 1])))
+
+
+; Macros returning constants
+
+(defmacro an-int [] 42)
+(assert (= (an-int) 42))
+
+(defmacro a-true [] True)
+(assert (= (a-true) True))
+(defmacro a-false [] False)
+(assert (= (a-false) False))
+
+(defmacro a-float [] 42.)
+(assert (= (a-float) 42.))
+
+(defmacro a-complex [] 42j)
+(assert (= (a-complex) 42j))
+
+(defmacro a-string [] "foo")
+(assert (= (a-string) "foo"))
+
+(defmacro a-list [] [1 2])
+(assert (= (a-list) [1 2]))
+
+(defmacro a-dict [] {1 2})
+(assert (= (a-dict) {1 2}))