Butterflies (Papilionoidea) are perhaps the most charismatic insect lineage, yet phylogenetic relationships among them remain incompletely studied and controversial. We sequenced nearly 400 loci using Anchored Hybrid Enrichment and sampled all tribes and more than 120 genera of skippers (Hesperiidae), one of the most species-rich and poorly studied butterfly families. Maximum-likelihood, parsimony and coalescent multi-species methods all converged on a novel, robust phylogenetic hypothesis for skippers. Different optimality criteria and methodologies recovered almost identical phylogenetic trees with strong nodal support at nearly all taxonomic levels. Our results support Coeliadinae as the sister group to the remaining skippers, the monotypic Euschemoninae as sister group to all other subfamilies but Coeliadinae, and the monophyly of Eudaminae plus Pyrginae. Within Pyrginae, Celaenorrhinini and Tagiadini are sister groups, the Neotropical firetips, Pyrrhopygini, are sister to all other tribes but Celaenorrhinini and Tagiadini. Achlyodini is recovered as the sister group to Carcharodini, and Erynnini as sister group to Pyrgini. Within Hesperiinae, there is strong support for the monophyly of Aeromachini plus remaining Hesperiinae. The giant skippers (Agathymus and Megathymus) once classified as a single subfamily, are recovered as monophyletic with strong support, but are deeply nested within grass skippers (Hesperiinae). These results enhance understanding of the evolution of one of the most species-rich butterfly families.