Losing or regressing traits has occurred repeatedly throughout evolutionary history in response to changing living environments. In parasitoid wasps, a mega-diverse group of insects in Hymenoptera, the loss or reduction of yolk in eggs has been reported in numerous species, and this phenotypic change is likely to have evolved as a response to the shift from ectoparasitism to endoparasitism. However, the genetic basis of this trait loss and the impact of trait loss on genome evolution are still poorly understood. Here, we perform comparative genomic analysis of 64 hymenopteran insects, and observe that a conserved insect yolk protein gene vitellogenin (Vg) was repeatedly lost in 23 endoparasitoids, representing five independent loss events in five families. Whole genome alignments suggest the loss of Vgs was probably associated with genome rearrangements. We also discover the gene losses, relaxed selection, and protein structural variations of Vg receptor genes (VgRs) in the Vg loss lineages, showing the obviously functional biased patterns of gene loss. Our hypothesis test further reveals that the ecto-to-endo transition is not the main reason for the Vg losses and the subsequent evolution of VgRs. In addition, we find a number of parallel and convergent genomic changes including gene family evolution and gene selection related to transport, development, and metabolism in the independent Vg loss lineages. And these changes may have facilitated the embryonic development in these lineages. Together, our findings uncover the genomic basis of a unique trait loss in parasitoid wasps. More broadly, our study enhances our understanding of yolk loss evolution outside mammals, highlighting a potential evolutionary trend when an alternative nutrient source is available for the embryonic development.