The extant Cyprinodontiformes (killifishes) with their two suborders Cyprinodontoidei and Aplocheiloidei represent a diverse and well-studied group of fishes. However, their fossil record is comparatively sparse and has so far yielded members of the Cyprinodontoidei only. Here we report on cyprinodontiform fossils from the upper Miocene Lukeino Formation in the Tugen Hills of the Central Rift Valley of Kenya, which represent the first fossil record of an aplocheiloid killifish. A total of 169 specimens - mostly extraordinarily well preserved - and a sample of ten extant cyprinodontiform species were studied on the basis of morphometrics, meristics and osteology. A phylogenetic analysis using PAUP was also conducted for the fossils. Both the osteological data and the phylogenetic analysis provide strong evidence for the assignment of the fossils to the Aplocheiloidei, and justify the definition of the new family †Kenyaichthyidae, the new genus †Kenyaichthys and the new species †K. kipkechi sp. nov. The phylogenetic analysis unexpectedly places †Kenyaichthys gen. nov. in a sister relationship to the Rivulidae (a purely Neotropical group), a probable explanation might be lack of available synapomorphies for the Rivulidae, Nothobranchiidae and Aplocheilidae. The specimens of †K. kipkechi sp. nov. show several polymorphic characters and large overlap in meristic traits, which justifies their interpretation as a species flock in statu nascendi. Patterns of variation in neural and haemal spine dimensions in the caudal vertebrae of †Kenyaichthys gen. nov. and the extant species studied indicate that some previously suggested synapomorphies of the Cyprinodontoidei and Aplocheiloidei need to be revised.