Macroscelideans (elephant shrews or sengis) are small-bodied (25-540 g), cursorial (running) and saltatorial (jumping), insectivorous and omnivorous placental mammals represented by at least 15 extant African species classified in four genera. Macroscelidea is one of several morphologically diverse but predominantly African placental orders classified in the superorder Afrotheria by molecular phylogeneticists. The distribution of modern afrotheres, in combination with a basal position for Afrotheria within Placentalia and molecular divergence-time estimates, has been used to link placental diversification with the mid-Cretaceous separation of South America and Africa. Morphological phylogenetic analyses do not support Afrotheria and the fossil record favours a northern origin of Placentalia. Here we describe fossil postcrania that provide evidence for a close relationship between North American Palaeocene-Eocene apheliscine 'hyopsodontid' 'condylarths' (early ungulates or hoofed mammals) and extant Macroscelidea. Apheliscine postcranial morphology is consistent with a relationship to other ungulate-like afrotheres (Hyracoidea, Proboscidea) but does not provide support for a monophyletic Afrotheria. As the oldest record of an afrothere clade, identification of macroscelidean relatives in the North American Palaeocene argues against an African origin for Afrotheria, weakening support for linking placental diversification to the break-up of Gondwana.