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Mutualistic association between entomopathogenic Photorhabdus bacteria and Heterorhabditis nematodes represents one of the emerging model systems in symbiosis studies, yet little is known about this partnership from a coevolutionary perspective. Herein, we investigated phylogenetic and cophylogenetic relationships of Heterorhabditis and Photorhabdus strains using molecular markers Internal Transcribed Spacer and gyrase B gene sequences, respectively. The phylogenies presented consistent, well supported, monophyletic groups in the parsimonious and likelihood analyses for both the nematode and bacterial strains and supported the placement of currently recognized taxa, from which a potentially new Heterorhabditis species represented by a Thailand strain MP68 was identified. While the nematode strains with distant geographic distributions showed no detectable phylogenetic divergence within H. bacteriophora or H. georgiana monophyletic groups, their respective symbiotic bacteria speciated into two Photorhabdus species: P. luminescens and P. temperata, indicating the occurrence of duplication. Although such evolutionary process reduces the phylogenetic congruence between Heterorhabditis nematodes and Photorhabdus bacteria, global cophylogenetic tests using ParaFit detected a highly significant correlation between the two phylogenies (ParaFitGlobal = 0.001). Further, the associations between H. zealandica, H. indica and H. megidis strains and their symbiotic bacteria exhibited significant contribution to the overall cophylogenetic structure. Overall, this study reveals evidence of coevolution between Photorhabdus bacteria and Heterorhabditis nematodes and provides a framework for further examination of the evolution of these associations.