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Abstract The genus Anax is a group of cosmopolitan dragonflies noted for its conspicuous migratory behaviours and large size. Here we present the first dated, species-level, multigene, molecular phylogeny for the group to test generic and species-limits, as well as the evolution of migration and range size. Using five mitochondrial and nuclear gene regions (COI, COI/COII, CYTB/ND1, ITS1 and PRMT) from 20 species, we reconstructed a phylogeny of Anax using both a Bayesian and maximum likelihood approach. We found that Anax (including its hypothesized sister group Hemianax) forms a monophyletic group, and that 12 out of 20 species tested positive for monophyly were also monophyletic. The monophyly of several species of Anax is less clear. Migratory behaviour, which is known to occur in at least nine species, is recovered as the ancestral behaviour, which was lost and subsequently gained at least three times. Geographic range size seems to be tightly associated with migratory behaviour.