A new species of thaumatopsyllid copepod, Caribeopsyllus amphiodiae, is described based on adult specimens reared from nauplii inhabiting the stomach of a burrowing, amphiurid brittle star, Amphiodia urtica (Lütken), collected in California, U.S.A. It is the first member of the family to be reported from the eastern Pacific Ocean. Caribeopsyllus chawayi, its only known congener, inhabits the Caribbean Sea. All other thaumatopsyllid species occur in the eastern hemisphere. Caribeopsyllus amphiodiae is only the second thaumatopsyllid of which both sexes and sexual dimorphism have been described and for which a host species has been identified. Caribeopsyllus differs from confamilial genera by the presence of a 1-segmented leg 4 exopod. The new species is distinguished from C. chawayi by its general habitus, and by the absence of spiniform processes at the base of each exopodal spine of leg 1 and the first three exopodal spines of leg 2. Analysis of the phylogenetic relationships of Thaumatopsyllidae shows that it is not a member of any of the other previously established orders of Copepoda. Accordingly, a new order, Thaumatopsylloida, is proposed to accommodate the five species of thaumatopsyllids thus far reported and is shown to be a member of a Thaumatopsylloida-Monstrilloida-Siphonostomatoida clade.