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The current views on the phylogeny of arthropods are at odds with the traditional system, which recognizes four independent arthropod classes: Chelicerata, Crustacea, Myriapoda, and Insecta. There is compelling evidence that insects comprise a monophyletic lineage with Crustacea within a larger clade named Pancrustacea, or Tetraconata. However, which crustacean group is the closest living relative of insects is still an open question. In recent phylogenetic trees constructed on the basis of large gene sequence data insects are placed together with primitive crustaceans, the Branchiopoda. This topology is often suspected to be a result of the long branch attraction artifact. We analyzed concatenated data on 77 ribosomal proteins, elongation factor 1A (EF1A), initiation factor 5A (eIF5A), and several other nuclear and mitochondrial proteins. Analyses of nuclear genes confirm the monophyly of Hexapoda, the clade uniting entognath and ectognath insects. The hypothesis of the monophyly of Hexapoda and Branchiopoda is supported in the majority of analyses. The Maxillopoda, another clade of Entomostraca, occupies a sister position to the Hexapoda + Branchiopoda group. Higher crustaceans, the Malacostraca, in most analyses appear a more basal lineage within the Pancrustacea. We report molecular synapomorphies in low homoplastic regions, which support the clade Hexapoda + Branchiopoda + Maxillopoda and the monophyletic Malacostraca including Phyllocarida. Thus, the common origin of Hexapoda and Branchiopoda and their position within Entomostraca are suggested to represent bona fide phylogenetic relationships rather than computational artifacts.