The wasp family Vespidae comprises more than 5000 described species which represent life history strategies ranging from solitary and presocial to eusocial and socially parasitic. The phylogenetic relationships of the major vespid wasp lineages (i.e., subfamilies and tribes) have been investigated repeatedly by analyzing behavioral and morphological traits as well as nucleotide sequences of few selected genes with largely incongruent results. Here we reconstruct their phylogenetic relationships using a phylogenomic approach. We sequenced the transcriptomes of 24 vespid wasp and eight outgroup species and exploited the transcript sequences for design of probes for enriching 913 single-copy protein-coding genes to complement the transcriptome data with nucleotide sequence data from additional 25 ethanol-preserved vespid species. Results from phylogenetic analyses of the combined sequence data revealed the eusocial subfamily Stenogastrinae to be the sister group of all remaining Vespidae, while the subfamily Eumeninae turned out to be paraphyletic. Of the three currently recognized eumenine tribes, Odynerini is paraphyletic with respect to Eumenini, and Zethini is paraphyletic with respect to Polistinae and Vespinae. Our results are in conflict with the current tribal subdivision of Eumeninae and thus, we suggest granting subfamily rank to the two major clades of "Zethini": Raphiglossinae and Zethinae. Overall, our findings corroborate the hypothesis of two independent origins of eusociality in vespid wasps and suggest a single origin of using masticated and salivated plant material for building nests by Raphiglossinae, Zethinae, Polistinae, and Vespinae. The inferred phylogenetic relationships and the open access vespid wasp target DNA enrichment probes will provide a valuable tool for future comparative studies on species of the family Vespidae, including their genomes, life styles, evolution of sociality, and co-evolution with other organisms.