We assessed the utility of eight DNA sequence markers (5.8S rDNA, 18S rDNA, 28S rDNA, ITS regions, long-wavelength opsin, elongation factor 1-alpha, cytochrome b, and cytochrome oxidase I) in reconstructing phylogenetic relationships at various levels of divergence in gallwasps (Hymenoptera: Cynipidae), using a set of eight exemplar taxa. We report sequence divergence values and saturation levels and compare phylogenetic results of these sequences analyzed both separately and combined to a well-corroborated morphological phylogeny. Likelihood ratio tests were used to find the best evolutionary model fitting each of the markers. The likelihood model best explaining the data is, for most loci, parameter rich, with strong A-T bias for mitochondrial loci and strong rate heterogeneity for the majority of loci. Our data suggest that 28S rDNA, elongation factor 1-alpha, and long-wavelength opsin may be potentially useful markers for the resolution of cynipid and other insect within-family-level divergences (circa 50-100 mya old), whereas mitochondrial loci and ITS regions are most useful for lower-level phylogenetics. In contrast, the 18S rDNA marker is likely to be useful for the resolution of above-family-level relationships.