We describe a skeleton from the late early Paleocene (Torrejonian) of the San Juan Basin, New Mexico, which represents the oldest and most primitive known member of the Palaeanodonta. It is here named Escavadodon zygus, gen. et sp. nov., and is assigned to the new family Escavadodontidae. The specimen is one of the most complete skeletons of a small mammal known from the San Juan Basin Paleocene. The skeleton combines fossorial postcranial adaptations closely similar to, but somewhat less specialized than, those of early Eocene palaeanodonts, with teeth reminiscent of those of Leptictidae and to a lesser extent Pantolestidae. It thus appears to be morphologically intermediate between Leptictidae and Palaeanodonta, suggesting that Palaeanodonta evolved from Leptictidae or a leptictid-like mammal, and pushing back the origin of Palaeanodonta to at least early Paleocene time.