Sand fly (Diptera: Psychodidae) taxonomy is complex and time-consuming, which hampers epidemiological efforts directed toward controlling leishmaniasis in endemic regions such as northeastern Brazil. Here, we used a fragment of the mitochondrial cytochrome c oxidase I (COI) gene to identify sand fly species in Maranhão State (northeastern Brazil) and to assess cryptic diversity occurring at different spatial scales. For this, we obtained 148 COI sequences of 15 sand fly species (10 genera) from Maranhão (fine spatial scale), and joined them to COI sequences from other Brazilian localities (distant about 2,000 km from Maranhão, broad spatial scale) available in GenBank.We revealed cases of cryptic diversity in sand flies both at fine (Lutzomyia longipalpis (Lutz and Neiva) and Evandromyia termitophila (Martins, Falcão and Silva)) and broad spatial scales (Migonemyia migonei (França), Pressatia choti (Floch and Abonnenc), Psychodopygus davisi (Root), Sciopemyia sordellii (Shannon and Del Ponte), and Bichromomyia flaviscutellata (Mangabeira)). We argue that in the case of Bi. flaviscutellata, the cryptic diversity is associated with a putative new species. Cases in which DNA taxonomy was not as effective as morphological identification possibly involved recent speciation and/or introgressive hybridization, highlighting the need for integrative approaches to identify some sand fly species. Finally, we provide the first barcode sequences for four species (Brumptomyia avellari (Costa Lima), Evandromyia infraspinosa (Mangabeira), Evandromyia evandroi (Costa Lima and Antunes), and Psychodopygus complexus (Mangabeira)), which will be useful for further molecular identification of neotropical species.