Higher-level phylogenetics of Pycnogonida has been discussed for many decades but scarcely studied from a cladistic perspective. Traditional taxonomic classifications are yet to be tested and affinities among families and genera are not well understood. Pycnogonida includes more than 1300 species described, but no systematic revisions at any level are available. Previous attempts to propose a phylogeny of the sea spiders were limited in characters and taxon sampling, therefore not allowing a robust test of relationships among lineages. Herein, we present the first comprehensive phylogenetic analysis of the Pycnogonida based on a total evidence approach and Direct Optimization. Sixty-three pycnogonid species representing all families including fossil taxa were included. For most of the extant taxa more than 6 kb of nuclear and mitochondrial DNA and 78 morphological characters were scored. The most parsimonious hypotheses obtained in equally weighted total evidence analyses show the two most diverse families Ammotheidae and Callipallenidae to be non-monophyletic. Austrodecidae + Colossendeidae + Pycnogonidae are in the basal most clade, these are morphologically diverse groups of species mostly found in cold waters. The raising of the family Pallenopsidae is supported, while Eurycyde and Ascorhynchus are definitely separated from Ammotheidae. The four fossil taxa are grouped within living Pycnogonida, instead of being an early derived clade. This phylogeny represents a solid framework to work towards the understanding of pycnogonid systematics, providing a data set and a testable hypothesis that indicate those clades that need severe testing, especially some of the deep nodes of the pycnogonid tree and the relationships of ammotheid and callipallenid forms. The inclusion of more rare taxa and additional sources of evidence are necessary for a phylogenetic classification of the Pycnogonida.