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We investigate the properties of the host galaxies of compact binary mergers across cosmic time, by means of population-synthesis simulations combined with galaxy catalogues from the EAGLE suite. We analyze the merger rate per galaxy of binary neutron stars (BNSs), black hole--neutron star binaries (BHNSs) and binary black holes (BBHs) from redshift zero up to redshift six. The binary merger rate per galaxy strongly correlates with the stellar mass of the host galaxy at any redshift considered here. This correlation is significantly steeper for BNSs than for both BHNSs and BBHs. Moreover, we find that the merger rate per galaxy depends also on host galaxy's star formation rate and metallicity. We derive a robust fitting formula that relates the merger rate per galaxy with galaxy's star formation rate, stellar mass and metallicity at different redshifts. The typical masses of the host galaxies increase significantly as redshift decreases, as a consequence of the interplay between delay time distribution of compact binaries and cosmic assembly of galaxies. Finally, we study the evolution of the merger rate density with redshift. At low redshift ($z\leq{}0.1$) early-type galaxies give a larger contribution to the merger rate density than late-type galaxies. This trend reverts at $z\ge{}1$.