Nucleotide ssu and lsu rDNA sequences of all major lineages of autotrophic (Ochrophyta) and heterotrophic (Bigyra and Pseudofungi) heterokonts were combined with amino acid sequences from four protein-coding genes (actin, beta-tubulin, cox1 and hsp90) in a multigene approach for resolving the relationship between heterokont lineages. Applying these multigene data in Bayesian and maximum likelihood analyses improved the heterokont tree compared to previous rDNA analyses by placing all plastid-lacking heterotrophic heterokonts sister to Ochrophyta with robust support, and divided the heterotrophic heterokonts into the previously recognized phyla, Bigyra and Pseudofungi. Our trees identified the heterotrophic heterokonts Bicosoecida, Blastocystis and Labyrinthulida (Bigyra) as the earliest diverging lineages. A separate analysis of the phototrophic lineages, by adding the rbcL gene, further resolved the Ochrophyta lineages by increased support for several important nodes. Except for the positioning of Chrysophyceae, Eustigmatophyceae, Raphidophyceae and Pinguiophyceae, all main branches of Ochrophyta were resolved. Our results support the transfer of classes Dictyochophyceae and Pelagophyceae from subphylum Phaeista to Khakista. Based on all our trees, in combination with current knowledge about ultrastructure of heterokonts we suggest that a more advanced flagellar apparatus originated at one occasion in the ancestor of Phaeista whereas, Khakista independently reduced their flagellar apparatus and gained chlorophyll c(3).