Copepoda is a large and diverse group of crustaceans, which is widely distributed worldwide. It encompasses roughly 9 orders, whose phylogeny remains unresolved. We sequenced the complete mitochondrial genome (mitogenome) of Sinergasilus major (Markevich, 1940) and used it to explore the phylogeny and mitogenomic evolution of Copepoda. The mitogenome of S. major (14,588 bp) encodes the standard 37 genes as well as a putative control region, and molecular features are highly conserved compared to other Copepoda mitogenomes. Comparative analyses indicated that the nad2 gene has relatively high nucleotide diversity and evolutionary rate, as well as the largest amount of phylogenetic information. These results indicate that nad2 may be a better marker to investigate phylogenetic relationships among closely related species in Copepoda than the commonly used cox1 gene. The sister-group relationship of Siphonostomatoida and Cyclopoida was recovered with strong support in our study. The only topological ambiguity was found within Cyclopoida, which might be caused by the rapid evolution and sparse taxon sampling of this lineage. More taxa and genes should be used to reconstruct the Copepoda phylogeny in the future.