The origin and cellular complexity of eukaryotes represent a major enigma in biology. Current data support scenarios in which an archaeal host cell and an alphaproteobacterial (mitochondrial) endosymbiont merged together, resulting in the first eukaryotic cell. The host cell is related to Lokiarchaeota, an archaeal phylum with many eukaryotic features. The emergence of the structural complexity that characterizes eukaryotic cells remains unclear. Here we describe the 'Asgard' superphylum, a group of uncultivated archaea that, as well as Lokiarchaeota, includes Thor-, Odin- and Heimdallarchaeota. Asgard archaea affiliate with eukaryotes in phylogenomic analyses, and their genomes are enriched for proteins formerly considered specific to eukaryotes. Notably, thorarchaeal genomes encode several homologues of eukaryotic membrane-trafficking machinery components, including Sec23/24 and TRAPP domains. Furthermore, we identify thorarchaeal proteins with similar features to eukaryotic coat proteins involved in vesicle biogenesis. Our results expand the known repertoire of 'eukaryote-specific' proteins in Archaea, indicating that the archaeal host cell already contained many key components that govern eukaryotic cellular complexity.