The bulk of knowledge on marine ciliates is from shallow and/or sunlit waters. We studied ciliate diversity and distribution across epi‐ and mesopelagic oceanic waters, using DNA metabarcoding and phylogeny‐based metrics. We analyzed sequences of the 18S rRNA gene (V4 region) from 369 samples collected at 12 depths (0–1000 m) at the Bermuda Atlantic Time‐series Study site of the Sargasso Sea (North Atlantic) monthly for 3 years. The comprehensive depth and temporal resolutions analyzed led to three main findings. First, there was a gradual but significant decrease in alpha‐diversity (based on Faith's phylogenetic diversity index) from surface to 1000‐m waters. Second, multivariate analyses of beta‐diversity (based on UniFrac distances) indicate that ciliate assemblages change significantly from photic to aphotic waters, with a switch from Oligotrichea to Oligohymenophorea prevalence. Third, phylogenetic placement of sequence variants and clade‐level correlations (EPA‐ng and GAPPA algorithms) show Oligotrichea, Litostomatea, Prostomatea, and Phyllopharyngea as anti‐correlated with depth, while Oligohymenophorea (especially Apostomatia) have a direct relationship with depth. Two enigmatic environmental clades include either prevalent variants widely distributed in aphotic layers (the Oligohymenophorea OLIGO5) or subclades differentially distributed in photic versus aphotic waters (the Discotrichidae NASSO1). These results settle contradictory relationships between ciliate alpha‐diversity and depth reported before, suggest functional changes in ciliate assemblages from photic to aphotic waters (with the prevalence of algivory and mixotrophy vs. omnivory and parasitism, respectively), and indicate that contemporary taxon distributions in the vertical profile have been strongly influenced by evolutionary processes. Integration of DNA sequences with organismal data (microscopy, functional experiments) and development of databases that link these sources of information remain as major tasks to better understand ciliate diversity, ecological roles, and evolution in the ocean.