Sequence capture across large phylogenetic scales is not easy because hybridization capture is only effective when the genetic distance between the bait and target is small. Here, we propose a simple but effective strategy to tackle this issue: pooling DNA from a number of selected representative species of different clades to prepare PCR-generated baits to minimize the genetic distance between the bait and target. To demonstrate the utility of this strategy, we newly developed a set of universal nuclear markers (including 94 nuclear protein-coding genes) for Lepidoptera, a superdiverse insect group. We used a DNA pool from six lepidopteran species (representing six superfamilies) to prepare PCR baits for the 94 markers. These homemade PCR baits were used to capture sequence data from 43 species of 17 lepidopteran families, and 94% of the target loci were recovered. We constructed two data sets from the obtained data (one containing ~90kb target coding sequences and the other containing ~120kb target+flanking coding sequences). Both data sets yielded highly similar and well-resolved trees with 90% of nodes having >95% bootstrap support. Our capture experiment indicated that using DNA mixtures pooled from different clade-representative species of Lepidoptera to prepare PCR baits can reliably capture a large number of targeted nuclear markers across different Lepidoptera lineages. We hope that this newly developed nuclear marker set will serve as a new phylogenetic tool for Lepidoptera phylogenetics, and the PCR bait preparation strategy can facilitate the application of sequence capture techniques by researchers to accelerate data collection.