The infraorder Stenopodidea is a relatively small group of marine decapod crustaceans including the well known cleaner shrimps, but their higher taxonomy has been rather controversial. This study provides the most comprehensive molecular phylogenetic analyses of Stenopodidea using sequence data from two mitochondrial (16S and 12S rRNA) and two nuclear (histone H3 and sodium–potassium ATPase α-subunit (NaK)) genes. We included all 12 nominal genera from the three stenopodidean families in order to test the proposed evolutionary hypothesis and taxonomic scheme of the group. The inferred phylogeny did not support the familial ranking of Macromaxillocarididae and rejected the reciprocal monophyly of Spongicolidae and Stenopididae. The genera Stenopus, Richardina, Spongiocaris, Odontozona, Spongicola and Spongicoloides are showed to be poly- or paraphyletic, with monophyly of only the latter three genera strongly rejected in the analysis. The present results only strongly support the monophyly of Microprosthema and suggest that Paraspongiola should be synonymised with Spongicola. The three remaining genera, Engystenopus, Juxtastenopus and Globospongicola, may need to be expanded to include species from other genera if their statuses are maintained. All findings suggest that the morphological characters currently adopted to define genera are mostly invalid and substantial taxonomic revisions are required. As the intergeneric relationships were largely unresolved in the present attempt, the hypothesis of evolution of deep-sea sponge-associated taxa from shallow-water free-living species could not be verified here. The present molecular phylogeny, nevertheless, provides some support that stenopoididean shrimps colonised the deep sea in multiple circumstances.