The SAR group (Stramenopila, Alveolata, Rhizaria) is one of the largest clades in the tree of eukaryotes and includes a great number of parasitic lineages. Rhizarian parasites are obligate and have devastating effects on commercially important plants and animals but despite this fact, our knowledge of their biology and evolution is limited. Here, we present rhizarian transcriptomes from all major parasitic lineages in order to elucidate their evolutionary relationships using a phylogenomic approach. Our results suggest that Ascetosporea, parasites of marine invertebrates, are sister to the novel clade Apofilosa. The phytomyxean plant parasites branch sister to the vampyrellid algal ectoparasites in the novel clade Phytorhiza. They also show that Ascetosporea + Apofilosa + Retaria + Filosa + Phytorhiza form a monophyletic clade, although the branching pattern within this clade is difficult to resolve and appears to be model-dependent. Our study does not support the monophyly of the rhizarian parasitic lineages (Endomyxa), suggesting independent origins for rhizarian animal and plant parasites.