In the present “tree-thinking” period, relying on accurate phylogenetic hypotheses is of paramount importance for biologists interested in an evolutionary perspective. In the Blaberidae cockroaches, a well-defined monophyletic family comprising several model species, no such phylogenetic tree is available despite several earlier contributions. Here, using six molecular markers (12S, 16S, 18S, 28S, COI and COII), we investigate the relationships of Blaberidae and compare our results with the traditional morphology-based classification. This resulted in a broad spectrum of situations, from congruent and well-supported hypotheses (e.g., the monophyly of Blaberidae, Oxyhaloinae and (Geoscapheiinae + Panesthiinae)) to incongruent and weakly supported results (e.g., polyphyly of Perisphaerinae). We emphasize that interesting and contrasted situations lie between the two extremities of this spectrum, especially concerning the genera Thanatophyllum Grandcolas, 1991, Phoetalia Stål, 1874, Laxta Walker, 1868 and Pronauphoeta Shelford, 1909. We also discuss the phylogenetic position of two incertae sedis genera (Eustegasta Gerstaecker, 1883 and Gynopeltis Gerstaecker, 1869). We conclude that in-depth signal analyses should be performed to better understand molecular evolution and its consequence on tree reconstruction for this group. As for phylogenetic relationships per se, new markers should be searched for, especially to decipher deeper relationships in Blaberidae.