Clevelandellids are highly diversified and widespread unicellular eukaryotic organisms inhabiting the digestive tract of a broad spectrum of invertebrates and vertebrates. Time‐calibrated phylogeny of clevelandellids was built to reconstruct their ancestral hosts using stochastic mapping, investigate their coevolution with animal hosts using an event‐based tree reconciliation approach and examine the impact of hosts on their diversification dynamics and molecular evolution using the MuSSE method and phylogenetic regression. The progenitor of the analysed representatives of the order Clevelandellida colonized the hindgut of anurans in the Late Jurassic. Later on, clevelandellids switched from anuran to other terrestrial poikilotherm vertebrate and invertebrate hosts. Panesthiine cockroaches served as a source for at least four independent colonization waves into millipedes and non‐panesthiine cockroaches. Duplication events, duplications followed by host switching and inertia were recognized as the most relevant coevolutionary processes shaping the common history of clevelandellids and their animal hosts over geological time. Clevelandellids associated with panesthiine cockroaches were revealed to have significantly higher net‐diversification rates than ciliates living in millipedes, non‐panesthiine cockroaches and poikilotherm vertebrates. Clevelandellids show some interesting macroevolutionary trends, including clustering specific for higher taxa of their hosts, no backward transfers from invertebrate to vertebrate hosts and host‐dependent diversification dynamics.