This study represents the first formal morphological and combined (morphological and molecular) phylogenetic analyses of the order Ephemeroptera. Taxonomic sampling comprised 112 species in 107 genera, including 42 recognized families (all major lineages of Ephemeroptera). Morphological data consisted of 101 morphological characters. Molecular data were acquired from DNA sequences of the 12S, 16S, 18S, 28S and H3 genes. The Asian genus Siphluriscus (Siphluriscidae) was supported as sister to all other mayflies. The lineages Carapacea, Furcatergalia, Fossoriae, Pannota, Caenoidea and Ephemerelloidea were supported as monophyletic, as were many of the families. However, some recognized families (for example, Ameletopsidae and Coloburiscidae) and major lineages (such as Setisura, Pisciforma and Ephemeroidea among others) were not supported as monophyletic, mainly due to convergences within nymphal characters. Clade robustness was evaluated by multiple methods and approaches.