Upon exploring the mitotype diversity of the aphid-hunting wasp, Diodontus tristis, we revealed specimens with highly divergent mitotypes from two localities in Lithuania and nesting in clayey substrate, while the specimens with typical mitotypes were found nesting in sandy sites. The comparison of inter- and intra-specific distances and application of delimitation algorithms supported the species status of the clay-nesting populations. Using a set of DNA markers that included complete or partial sequences of six mitochondrial genes, three markers of ribosomal operon, two homeobox genes, and four other nuclear genes, we clarified the phylogenetic relationships of the new cryptic species. The endosymbiotic bacteria infestation was checked, considering the option that the divergent populations may represent clades isolated by Wolbachia infection; however, it did not demonstrate any specificity. We found only subtle morphological differences in the new clay-nesting species, D. argillicola sp. nov.; the discriminant analysis of morphometric measurements did not reliably segregate it as well. Thus, we provide the molecular characters of the cryptic species, which allow confident identification, its phylogenetic position within the genus, and an updated identification key for the D. tristis species group.