Sea cucumbers (Echinodermata: Holothuroidea) are a diverse and ecologically important group found in benthic marine habitats across all latitudes and depths. We developed a phylogeny of sea cucumbers by applying transcriptome and genome data from 37 Holothuroidea species representing 7 orders and 13 families, including 16 transcriptomic datasets generated as part of this study, with a matrix of 4,900 translated transcripts encompassing 2,689,407 amino acid sites. We confirm the placement of a Apodida as sister to the remaining Holothuroidea. We were able to bring resolution to Neoholothuriida by recovering Persiculida as sister to Molpadida and Synallactida as sister to Dendrochirotida. We recovered four families (Stichopodidae, Synallactidae, Sclerodactylidae, and Cucumariidae) as polyphyletic. Our study highlights the need for formally revising existing taxonomic classifications of Holothuroidea and provides a foundation from which the evolution of this group of animals can be investigated.