Transcriptome-based exon capture methods provide an approach to recover several hundred markers from genomic DNA, allowing for robust phylogenetic estimation at deep timescales. We applied this method to a highly diverse group of venomous marine snails, Conoidea, for which published phylogenetic trees remain mostly unresolved for the deeper nodes. We targeted 850 protein coding genes (678,322 bp) in ca. 120 samples, spanning all (except one) known families of Conoidea and a broad selection of non-Conoidea neogastropods. The capture was successful for most samples, although capture efficiency decreased when DNA libraries were of insufficient quality and/or quantity (dried samples or low starting DNA concentration) and when targeting the most divergent lineages. An average of 75.4% of proteins was recovered, and the resulting tree, reconstructed using both supermatrix (IQ-tree) and supertree (Astral-II, combined with the Weighted Statistical Binning method) approaches, are almost fully supported. A reconstructed fossil-calibrated tree dates the origin of Conoidea to the Lower Cretaceous. We provide descriptions for two new families. The phylogeny revealed in this study provides a robust framework to reinterpret changes in Conoidea anatomy through time. Finally, we used the phylogeny to test the impact of the venom gland and radular type on diversification rates. Our analyses revealed that repeated losses of the venom gland had no effect on diversification rates, while families with a breadth of radula types showed increases in diversification rates, thus suggesting that trophic ecology may have an impact on the evolution of Conoidea.