Our knowledge of macro-evolutionary processes in the deep sea is poor, leading to much speculation about whether the deep sea is a source or sink of evolutionary adaptation. Here, we use a phylogenetic approach, on large molecular (688 species, 275 kbp) and distributional datasets (104 513 records) across an entire class of marine invertebrates (Ophiuroidea), to infer rates of bathymetric range shift over time between shallow and deep water biomes. Biome conservation is evident through the phylogeny, with the majority of species in most clades distributed within the same bathome. Despite this, bathymetric shifts have occurred. We inferred from ancestral reconstructions that eurybathic or intermediate distributions across both biomes were a transitional state and direct changes between shallow and deep sea did not occur. The macro-evolutionary pattern of bathome shift appeared to reflect micro-evolutionary processes of bathymetric speciation. Results suggest that most of the oldest clades have a deep-sea origin, but multiple colonization events indicate that the evolution of this group conforms neither to a simple onshore–offshore hypothesis, nor the opposite pattern. Both shallow and deep bathomes have played an important role in generating the current diversity of this major benthic class.