Phylogenetic inference and species delimitation can be challenging in taxonomic groups that have recently radiated and where introgression produces conflicting gene trees, especially when species delimitation has traditionally relied on mitochondrial data and color pattern. Chromodoris, a genus of colorful and toxic nudibranch in the Indo-Pacific, has been shown to have extraordinary cryptic diversity and mimicry, and has recently radiated, ultimately complicating species delimitation. In these cases, additional genome-wide data can help improve phylogenetic resolution and provide important insights about evolutionary history. Here, we employ a transcriptome-based exon capture approach to resolve Chromodoris phylogeny with data from 2,925 exons and 1,630 genes, derived from 15 nudibranch transcriptomes. We show that some previously identified mimics instead show mitonuclear discordance, likely deriving from introgression or mitochondrial capture, but we confirm one “pure” mimic in Western Australia. Sister–species relationships and species-level entities were recovered with high support in both concatenated maximum likelihood (ML) and summary coalescent phylogenies, but the ML topologies were highly variable while the coalescent topologies were consistent across datasets. Our work also demonstrates the broad phylogenetic utility of 149 genes that were previously identified from eupulmonate gastropods. This study is one of the first to (a) demonstrate the efficacy of exon capture for recovering relationships among recently radiated invertebrate taxa, (b) employ genome-wide nuclear markers to test mimicry hypotheses in nudibranchs and (c) provide evidence for introgression and mitochondrial capture in nudibranchs.