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Parasitic life-strategies in the phylum Nematoda (roundworms) are remarkably diverse and intricate in terms of evolution and taxonomy. By analysing novel rDNA data obtained on rare host-associated groups with unusual biology, we reveal paraphyly of the last major taxon with uncertain higher-rank classification that united solely parasitic nematodes (Marimermithida) to show that primarily marine parasitism only emerged independently and repeatedly in a few free-living lineages. We report secondary seaward ingression of land-based parasites (Mermithida) via invading hosts in the subtidal zone to illustrate the host-borne scenario of oceanic fish and mammal colonization by primarily terrestrial parasites (Spiruria). We also present the first molecular data on marine nematodes from unicellular hosts (foraminiferan protozoans) to demonstrate the independent origins of exploitative nematode associations at a microscopic scale. We argue that, in contrast with primarily intestinal associations arising from saprotrophy and commensalism, non-intestinal host capture (colonization of host body cavity or internal organs) is likely to be a primary route of transition to truly exploitative parasitism in roundworms. Predispositions to host capture in nematode morphology, ecology and life cycles imply its evolution as part of innate pre-adaptations to crossing environmental boundaries to enable multiple successful transitions to parasitism in the phylum history.