Next generation sequencing (NGS) and genomic database mining allow biologists to gather and select large molecular datasets well suited to address phylogenomics and molecular evolution questions. Here we applied this approach to a mammal family, the Echimyidae, for which generic relationships have been difficult to recover and often referred to as a star phylogeny. These South-American spiny rats represent a family of caviomorph rodents exhibiting a striking diversity of species and life history traits. Using a NGS exon capture protocol, we isolated and sequenced ca. 500 nuclear DNA exons for 35 species belonging to all major echimyid and capromyid clades. Exons were carefully selected to encompass as much diversity as possible in terms of rate of evolution, heterogeneity in the distribution of site-variation and nucleotide composition. Supermatrix inferences and coalescence-based approaches were subsequently applied to infer this family’s phylogeny. The inferred topologies were the same for both approaches, and support was maximal for each node, entirely resolving the ambiguous relationships of previous analyses. Fast-evolving nuclear exons tended to yield more reliable phylogenies, as slower-evolving sequences were not informative enough to disentangle the short branches of the Echimyidae radiation. Based on this resolved phylogeny and on molecular and morphological evidence, we confirm the rank of the Caribbean hutias – formerly placed in the Capromyidae family – as Capromyinae, a clade nested within Echimyidae. We also name and define Carterodontinae, a new subfamily of Echimyidae, comprising the extant monotypic genus Carterodon from Brazil, which is the closest living relative of West Indies Capromyinae.