The phylogenetic position of the enigmatic Pycnogonida (sea spiders) is still controversial. This is in part due to a lack of detailed data about the morphology and ontogenesis of this, in many aspects, aberrant group. In particular, studies on the embryonic development of pycnogonids are rare and in part contradictory. Here, we present the first embryological study of a pycnogonid species using scanning electron microscopy (SEM). We describe the late embryogenesis of Pycnogonum litorale from the first visible appendage anlagen to the hatchling in 11 embryonic stages. The three pairs of appendage anlagen gain in length by growth, as well as by extension of furrows into the embryo. The opening of the stomodaeum is located far in front of the anlagen of the chelifores and has a Y-shaped lumen from the onset. During further embryogenesis, the position of the mouth shifts ventrally, until it is located between the chelifores. The proboscis anlage grows out as a circumoral wall-like structure, which is initially more pronounced ventrally. Hypotheses about the evolution of the proboscis by fusion of originally separated components are critically discussed, because the proboscis anlage of P. litorale shows no indications of a composite nature. In particular, a participation of post-cheliforal elements in proboscis formation is rejected by our data. Further, no preoral structure and no stage in proboscis formation was found, which could plausibly be homologized with the labrum of othereuarthropods. Thus, our study supports the assumption of a complete lack of a labrum in Pycnogonida.