• A robust phylogeny of the Clupeiformes was reconstructed using gene-capture data. • Dussumieriids are polyphyletic with Spratelloididae sister to all other clupeoids. • Sundasalanx belongs to Ehiravidae, but with deep split to other ehiravine species. • A time tree of the Clupeiformes was calibrated with new fossil data. • An updated classification of the Clupeiformes is provided. The Clupeiformes, including among others herrings, anchovies, shads and menhadens are ecologically and commercially important, yet their phylogenetic relationships are still controversial. Previous classification of Clupeiformes were based on morphological characters or lack of synapomorphic characters. More recent studies based on molecular data as well as new morphological evidence are keeping challenging their phylogenetic relations and there is still no consensus on many interrelationships within the Clupeiformes. In this study, we collected nuclear sequence data from 4,434 single-copy protein coding loci using a gene-capture method. We obtained a robust phylogeny based on 1,165 filtered loci with less than 30% missing data. Our major findings include: 1) reconfirmation of monophyly of the Clupeiformes, that is, Denticipitidae is sister to all other clupeiforms; 2) the polyphyletic nature of dussumieriids and early branching of Spratelloididae from all other clupeoids was confirmed using datasets curated for less missing data and more balanced base composition in the respective taxa. The next branching clade is the monophyletic Engraulidae. Pristigasteridae also is monophyletic, but it was nested in the previously defined “Clupeidae”. Within Pristigasteridae there is no support for monophyletic Pelloninae. Chirocentrus is close to Dussumieria and not to engraulids. The miniaturized Sundasalanx is placed close to the ehiravine Clupeonella , however, with a relatively deep split. The genus Clupea , is not part of the diverse clupeiform, but part of a clade containing additionally Sprattus and Etrumeus . Within the crown group clades, Alosidae and Dorosomatidae are retrieved as sister clades. Based on new fossil calibration points, we found that major lineages of the clupeiforms diverged in the late Cretaceous and early Paleogene. The extinction event at the end of the Cretaceous may have created ecological niches, which could have fueled the diversification of clupeiform fishes. Based on the strong evidence of the present study, we propose an updated classification of Clupeiformes consisting of ten families: Denticipitidae; Spratelloididae; Engraulidae (Engraulinae + Coiliinae); Clupeidae; Chirocentridae; Dussumieriidae; Pristigasteridae; Ehiravidae; Alosidae, Dorosomatidae.