The evolution of parental care strategies in aculeate (stinging) wasps and bees has been much studied from a functional perspective, but relatively little phylogenetic information is available to place this in a rigorous historical context, especially at the species level. We used mitochondrial cytochrome oxidase I and two nuclear genes, the elongation factor‐1α and LW rhodopsin, to investigate the phylogeny of Sphecidae digger wasps. We focus particularly on the tribe Ammophilini, a clade of nonsocial apoid wasps that exhibit unusually diverse parental care strategies. We analysed a 2232 bp dataset for 40 ammophilines plus nine other taxa from within the remaining Sphecidae. Our Bayesian phylogeny provides strong support for the monophyly of Ammophilini and for the monophyly of all six individual ammophiline genera, except that the position of P. affinis within the genus Podalonia is only weakly supported. The monophyly of some, but not all, previously designated species groups within the genus Ammophila is supported. We discuss the implications of our results for the evolution of morphological traits used previously in ammophiline systematics.