The genus Asparagus arose approximately 9–15 million years ago (Ma) and transitions from hermaphroditism to dioecy (separate sexes) occurred ∼3–4 Ma. Roughly 27% of extant Asparagus species are dioecious, while the remaining are bisexual with monoclinous flowers. As such, Asparagus is an ideal model taxon for studying early stages of dioecy and sex chromosome evolution in plants. Until now, however, understanding of diversification and shifts from hermaphroditism to dioecy in Asparagus has been hampered by the lack of robust species tree estimates for the genus. In this study, a genus-wide phylogenomic analysis including 1726 nuclear loci and comprehensive species sampling supports two independent origins of dioecy in Asparagus—first in a widely distributed Eurasian clade, then again in a clade restricted to the Mediterranean Basin. Modeling of ancestral biogeography indicates that both dioecy origins were associated with range expansion out of southern Africa. Our findings also revealed several bursts of diversification across the phylogeny, including an initial radiation in southern Africa that gave rise to 12 major clades in the genus, and more recent radiations that have resulted in paraphyly and polyphyly among closely related species, as expected given active speciation processes. Lastly, we report that the geographic origin of domesticated garden asparagus (Asparagus officinalis L.) was likely in western Asia near the Mediterranean Sea. The presented phylogenomic framework for Asparagus is foundational for ongoing genomic investigations of diversification and functional trait evolution in the genus and contributes to its utility for understanding the origin and early evolution of dioecy and sex chromosomes.