Insects represent the most diverse animal group, yet previous phylogenetic analyses based on morphological and molecular data have failed to agree on the evolutionary relationships of early insects and their six-legged relatives (together constituting the clade Hexapoda). In particular, the phylogenetic positions of the three early-diverging hexapod lineages-the coneheads (Protura), springtails (Collembola), and two-pronged bristletails (Diplura)-have been debated for over a century, with alternative topologies implying drastically different scenarios of the evolution of the insect body plan and hexapod terrestrialization. We addressed this issue by sampling all hexapod orders and experimenting with a broad range of across-site compositional heterogeneous models designed to tackle ancient divergences. Our analyses support Protura as the earliest-diverging hexapod lineage ("Protura-sister") and Collembola as a sister group to Diplura, a clade corresponding to the original composition of Entognatha, and characterized by the shared possession of internal muscles in the antennal flagellum. The previously recognized 'Elliplura' hypothesis is recovered only under the site-homogeneous substitution models with partial supermatrices. Our cross-validation analysis shows that the site-heterogeneous CAT-GTR model, which recovers "Protura-sister," fits significantly better than homogeneous models. Furthermore, the morphologically unusual Protura are also supported as the earliest-diverging hexapod lineage by other lines of evidence, such as mitogenomes, comparative embryology, and sperm morphology, which produced results similar to those in this study. Our backbone phylogeny of hexapods will facilitate the exploration of the underpinnings of hexapod terrestrialization and megadiversity.