Rodentia is the largest order of placental mammals, with approximately 2,050 species divided into 28 families. It is also one of the most controversial with respect to its monophyly, relationships between families, and divergence dates. Here, we have analyzed and compared the performance of three nuclear genes (von Willebrand Factor, interphotoreceptor retinoid-binding protein, and Alpha 2B adrenergic receptor) for a large taxonomic sampling, covering the whole rodent and placental diversity. The phylogenetic results significantly support rodent monophyly, the association of Rodentia with Lagomorpha (the Glires clade), and a Glires + Euarchonta (Primates, Dermoptera, and Scandentia) clade. The resolution of relationships among rodents is also greatly improved. The currently recognized families are divided here into seven well-defined clades (Anomaluromorpha, Castoridae, Ctenohystrica, Geomyoidea, Gliridae, Myodonta, and Sciuroidea) that can be grouped into three major clades: Ctenohystrica, Gliridae + Sciuroidea, and a mouse-related clade (Anomaluromorpha, Castoridae + Geomyoidea, and Myodonta). Molecular datings based on these three genes suggest that the rodent radiation took place at the transition between Paleocene and Eocene. The divergence between rodents and lagomorphs is placed just at the K-T boundary and the first splits among placentals in the Late Cretaceous. Our results thus tend to reconcile molecular and morphological-paleontological insights.