Genetic data show that many nominal species are composed of more than one biological species, and thus contain cryptic species in the broad sense (including overlooked species). When ignored, cryptic species generate confusion which, beyond biodiversity or vulnerability underestimation, blurs our understanding of ecological and evolutionary processes and may impact the soundness of decisions in conservation or medicine. However, very few hypotheses have been tested about factors that predispose a taxon to contain cryptic or overlooked species. To fill this gap, we surveyed the literature on free‐living marine metazoans and built two data sets, one of 187,603 nominal species and another of 83 classes or phyla, to test several hypotheses, correcting for sequence data availability, taxon size and phylogenetic relatedness. We found a strong effect of scientific history: the probability of a taxon containing cryptic species was highest for the earliest described species and varied among time periods potentially consistently with an influence of prevailing scientific theories. The probability of cryptic species being present was also increased for species with large distribution ranges. They were more frequent in the north polar and south polar zones, contradicting previous predictions of more cryptic species in the tropics, and supporting the hypothesis that many cryptic species diverged recently. The number of cryptic species varied among classes, with an excess in hydrozoans and polychaetes, and a deficit in actinopterygians, for example, but precise class ranking was relatively sensitive to the statistical model used. For all models, biological traits, rather than phylum, appeared responsible for the variation among classes: there were fewer cryptic species than expected in classes with hard skeletons (perhaps because they provide good characters for taxonomy) and image‐forming vision (in which selection against heterospecific mating may enhance morphological divergence), and more in classes with internal fertilisation. We estimate that among marine free‐living metazoans, several thousand additional cryptic species complexes could be identified as more sequence data become available. The factors identified as important for marine animal cryptic species are likely important for other biomes and taxa and should aid many areas in biology that rely on accurate species identification.