One of the most fascinating Bauplan transitions in the animal kingdom was the invention of insect wings, a change that also contributed to the success and enormous diversity of this animal group. However, the origin of insect flight and the relationships of basal winged insect orders are still controversial. Three hypotheses have been proposed to explain the phylogeny of winged insects: 1) the traditional Palaeoptera hypothesis (Ephemeroptera + Odonata, Neoptera), 2) the Metapterygota hypothesis (Ephemeroptera, Odonata + Neoptera), and 3) the Chiastomyaria hypothesis (Odonata, Ephemeroptera + Neoptera). Neither phylogenetic analyses of single genes nor even multiple marker systems (e.g., molecular markers + morphological characters) have yet been able to conclusively resolve basal pterygote divergences. A possible explanation for the lack of resolution is that the divergences took place in the mid-Devonian within a short period of time and attempts to solve this problem have been confounded by the major challenge of finding molecular markers to accurately track these short ancient internodes. Although phylogenomic data are available for Neoptera and some wingless (apterygote) orders, they are lacking for the crucial Odonata and Ephemeroptera orders. We adopt a multigene approach including data from two new expressed sequence tag projects-from the orders Ephemeroptera (Baetis sp.) and Odonata (Ischnura elegans)-to evaluate the potential of phylogenomic analyses in clarifying this unresolved issue. We analyzed two data sets that differed in represented taxa, genes, and overall sequence lengths: maxspe (15 taxa, 125 genes, and 31,643 amino acid positions) and maxgen (8 taxa, 150 genes, and 42,541 amino acid positions). Maximum likelihood and Bayesian inference analyses both place the Odonata at the base of the winged insects. Furthermore, statistical hypotheses testing rejected both the Palaeoptera and the Metapterygota hypotheses. The comprehensive molecular data set developed here provides conclusive support for odonates as the most basal winged insect order (Chiastomyaria hypothesis). Data quality assessment indicates that proteins involved in cellular processes and signaling harbor the most informative phylogenetic signal.