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Abstract We conducted the first comprehensive phylogenetic analysis of Psephenidae, based on 143 morphological characters of adults, larvae and pupae and coded for 34 taxa, representing three outgroups and 31 psephenid genera, including four undescribed ones. A strict consensus tree calculated (439 steps, consistency index = 0.45, retention index = 0.75) from the two most-parsimonious cladograms indicated that the monophyly of the family and subfamilies is supported, with the exception of Eubriinae, which is paraphyletic when including Afroeubria. Here a new subfamily, Afroeubriinae (subfam.n.), is formally established for Afroeubria. The analysis also indicated that the ‘streamlined’ larva is a derived adaptive radiation. Here, suprageneric taxonomy and the evolution of some significant characters are discussed. Keys are provided to the subfamilies and genera of Psephenidae considering larvae, adults and pupae.