The Glaucocystophyta (e.g., Cyanophora paradoxa) form a morphologically distinct group of photosynthetic protists that is primarily distinguished by its cyanelles (= plastids). To elucidate their evolutionary relationships, we determined nuclear-encoded small-subunit ribosomal RNA (SSU rRNA) coding regions for four taxa classified in the Glaucocystophyta (C. paradoxa, Glaucocystis nostochinearum, Glaucosphaera vacuolata, Gloeochaete wittrockiana; sensu Kies and Kremer), and these sequences were positioned within the eukaryotic phylogeny. Maximum likelihood, maximum-parsimony, and neighbor-joining phylogenetic analyses show that the Glaucocystophyta is a relatively late-diverging monophyletic assemblage within the "crown" group radiation that forms a sister group to cryptophyte algae. Glaucosphaera vacuolata is a red alga and lacks some cyanelle (e.g., bounding peptidoglycan wall) and host cell (e.g., cruciate flagellar roots) characters typical of glaucocystophytes. Our data are consistent with a monophyletic origin of the cyanelle in the glaucocystophytes. The distribution of photosynthetic taxa within the glaucocystophytes/cryptophytes and other lineages such as the filose amoebae/chlorarachniophytes and heterokont protists provide clues to the origin of plastids with four bounding membranes. We speculate that multiple, likely independent, secondary endosymbioses gave rise to these plastids.