The Echiura, or spoon worms, are a group of marine worms, most of which live in burrows in soft sediments. This annelid-like animal group was once considered as a separate phylum because of the absence of segmentation, although recent molecular analyses have placed it within the annelids. In this study, we elucidate the interfamily relationships of echiuran worms and their evolutionary pattern of feeding mode and sexual dimorphism, by performing molecular phylogenetic analyses using four genes (18S, 28S, H3, and COI) of representatives of all extant echiuran families. Our results suggest that Echiura is monophyletic and comprises two unexpected groups: [Echiuridae+Urechidae+Thalassematidae] and [Bonelliidae+Ikedidae]. This grouping agrees with the presence/absence of marked sexual dimorphism involving dwarf males and the paired/non-paired configuration of the gonoducts (genital sacs). Furthermore, the data supports the sister group relationship of Echiuridae and Urechidae. These two families share the character of having anal chaetae rings around the posterior trunk as a synapomorphy. The analyses also suggest that deposit feeding is a basal feeding mode in echiurans and that filter feeding originated once in the common ancestor of Urechidae. Overall, our results contradict the currently accepted order-level classification, especially in that Echiuroinea is polyphyletic, and provide novel insights into the evolution of echiuran worms.