Holarctic Stylops is the largest genus of the enigmatic insect order Strepsiptera, twisted winged parasites. Members of Stylops are obligate endoparasites of Andrena mining bees and exhibit extreme sexual dimorphism typical of Strepsiptera. So far, molecular studies on Stylops have focused on questions on species delimitation. Here, we utilize the power of whole genome sequencing to infer the phylogeny of this morphologically challenging genus from thousands of loci. We use a species tree method, concatenated maximum likelihood analysis and Bayesian analysis with a relaxed clock model to reconstruct the phylogeny of 46 Stylops species, estimate divergence times, evaluate topological consistency across methods and infer the root position. Furthermore, the biogeographical history and coevolutionary patterns with host species are assessed. All methods recovered a well resolved topology with close to all nodes maximally supported and only a handful of minor topological variations. Based on the result, we find that included species can be divided into 12 species groups, seven of them including only Palaearctic species, three Nearctic and two were geographically mixed. We find a strongly supported root position between a clade formed by the spreta, thwaitesi and gwynanae species groups and the remaining species and that the sister group of Stylops is Eurystylops or Eurystylops + Kinzelbachus. Our results indicate that Stylops originated in the Western Palaearctic or Western Palaearctic and Nearctic in the early Neogene or late Paleogene, with four independent dispersal events to the Nearctic. Cophylogenetic analyses indicate that the diversification of Stylops has been shaped by both significant coevolution with the mining bee hosts and host-shifting. The well resolved and strongly supported phylogeny will provide a valuable phylogenetic basis for further studies into the fascinating world of Strepsipterans.