We present a whole-proteome phylogeny of prokaryotes constructed by comparing feature frequency profiles (FFPs) of whole proteomes. Features are l-mers of amino acids, and each organism is represented by a profile of frequencies of all features. The selection of feature length is critical in the FFP method, and we have developed a procedure for identifying the optimal feature lengths for inferring the phylogeny of prokaryotes, strictly speaking, a proteome phylogeny. Our FFP trees are constructed with whole proteomes of 884 prokaryotes, 16 unicellular eukaryotes, and 2 random sequences. To highlight the branching order of major groups, we present a simplified proteome FFP tree of monophyletic class or phylum with branch support. In our whole-proteome FFP trees (i) Archaea, Bacteria, Eukaryota, and a random sequence outgroup are clearly separated; (ii) Archaea and Bacteria form a sister group when rooted with random sequences; (iii) Planctomycetes, which possesses an intracellular membrane compartment, is placed at the basal position of the Bacteria domain; (iv) almost all groups are monophyletic in prokaryotes at most taxonomic levels, but many differences in the branching order of major groups are observed between our proteome FFP tree and trees built with other methods; and (v) previously "unclassified" genomes may be assigned to the most likely taxa. We describe notable similarities and differences between our FFP trees and those based on other methods in grouping and phylogeny of prokaryotes.