Phylogenic relationships of the family Pyroglyphidae (5 species, 3 genera, 2 subfamilies) and 122 outgroup taxa were inferred from three nuclear genes (EF-1alpha, 18S, 28SD1-5; 4388 nt aligned). Our analysis strongly supports that the family Pyroglyphidae, as currently defined, is paraphyletic inside the mophyletic Psoroptidia that otherwise includes bird and mammalian parasites. The subfamily Dermatophagoidinae, comprising largely house dust mites, is closely related to the family Psoroptidae (psoroptic mange mites), and to Turbinoptidae (respiratory parasites of birds). Another subfamily, Paralgopsinae (quill parasites) clusters with bird-associated mites of the family Psoroptoididae and Epidermoptidae. The two clades including Dermatophagoidinae and Paralgopsinae are sister-groups. We present a statistical evaluation of these hypotheses in a Bayesian framework. The implication of these findings is that house dust mites have originated from parasitic ancestors and, thus, present a very rare case of devolution of parasitism.