The impact of predator-prey interactions on the evolution of many marine invertebrates is poorly understood. Since barriers to genetic exchange are less obvious in the marine realm than in terrestrial or freshwater systems, non-allopatric divergence may play a fundamental role in the generation of biodiversity. In this context, shifts between major prey types could constitute important factors explaining the biodiversity of marine taxa, particularly in groups with highly specialized diets. However, the scarcity of marine specialized consumers for which reliable phylogenies exist hampers attempts to test the role of trophic specialization in evolution. In this study, RNA-Seq data is used to produce a phylogeny of Cladobranchia, a group of marine invertebrates that feed on a diverse array of prey taxa but mostly specialize on cnidarians. The broad range of prey type preferences allegedly present in two major groups within Cladobranchia suggest that prey type shifts are relatively common over evolutionary timescales. In the present study, we generated a well-supported phylogeny of the major lineages within Cladobranchia using RNA-Seq data, and used ancestral state reconstruction analyses to better understand the evolution of prey preference. These analyses answered several fundamental questions regarding the evolutionary relationships within Cladobranchia, including support for a clade of species from Arminidae as sister to Tritoniidae (which both preferentially prey on Octocorallia). Ancestral state reconstruction analyses supported a cladobranchian ancestor with a preference for Hydrozoa and show that the few transitions identified only occur from lineages that prey on Hydrozoa to those that feed on other types of prey. There is strong phylogenetic correlation with prey preference within Cladobranchia, suggesting that prey type specialization within this group has inertia. Shifts between different types of prey have occurred rarely throughout the evolution of Cladobranchia, indicating that this may not have been an important driver of the diversity within this group.