Gall wasps (Hymenoptera: Cynipidae) comprise 13 distinct tribes whose interrelationships remain incompletely understood. Recent analyses of ultra-conserved elements (UCEs) represent the first attempt at resolving these relationships using phylogenomics. Here, we present the first analysis based on protein-coding sequences from genome and transcriptome assemblies. Unlike UCEs, these data allow more sophisticated substitution models, which can potentially resolve issues with long-branch attraction. We include data for 37 cynipoid species, including two tribes missing in the UCE analysis: Aylacini (s. str.) and Qwaqwaiini. Our results confirm the UCE result that Cynipidae are not monophyletic. Specifically, the Paraulacini and Diplolepidini + Pediaspidini fall outside a core clade (Cynipidae s. str.), which is more closely related to the insect-parasitic Figitidae, and this result is robust to the exclusion of long-branch taxa that could mislead the analysis. Given this, we here divide the Cynipidae into three families: the Paraulacidae stat. prom., Diplolepididae stat. prom. and Cynipidae (s. str.). Our results suggest that the Eschatocerini are the sister group of the remaining Cynipidae (s. str.). Within the Cynipidae (s. str.), the Aylacini (s. str.) are more closely related to oak gall wasps (Cynipini) and some of their inquilines (Ceroptresini) than to other herb gallers (Aulacideini and Phanacidini), and the Qwaqwaiini likely form a clade together with Synergini (s. str.) and Rhoophilini. Several alternative scenarios for the evolution of cynipid life histories are compatible with the relationships suggested by our analysis, but all are complex and require multiple shifts among parasitoids, inquilines and gall inducers.