The emergence of eukaryotes from their prokaryotic ancestors is one of the most fundamental evolutionary events in the history of life. Little is robustly known about how eukaryogenesis occurred, but a major breakthrough came with the identification of the Asgardarchaeota, the closest prokaryotic lineage to eukaryotes yet discovered. Endomembrane organelles, and the capacity to transport material between them, are major hallmarks of eukaryotic cells. The Arf family GTPases are crucial regulators of organelle dynamics in eukaryotes, functioning in vesicle budding, membrane tethering and membrane-cytoskeleton interactions. Although an expanded GTPase complement has been reported in the Asgardarchaeota, the specific origins of the Arf family remain elusive. Here we report a new group of prokaryotic GTPases, the ArfRs. Widely present in Asgardarchaeota and almost exclusive to them, it is the clade from which all eukaryotic Arf family proteins are derived. Heterologous expression of representative Asgardarchaeota ArfR proteins in the model eukaryote Saccharomyces cerevisiae and X-ray crystallographic studies demonstrate that ArfR GTPases possess the mechanism of membrane binding and structural features unique to Arf family proteins. Our results show that Arf family GTPases are present in Asgardarchaeota, and strongly suggest that they originated in the archaeal contributor to eukaryogenesis, providing support for nascent endomembrane system capacity evolving early in eukaryogenesis.