Giant cylindrical millipedes of the family Harpagophoridae, especially species of the genus Thyropygus, are broadly distributed in Thailand and nearby countries. They show a great deal of variation in body size, color patterns and gonopodal characters. Phylogenetic analyses of 26 nominate species from six genera in the subfamilies Harpagophorinae and Rhynchoproctinae, as well as nine new morphotypes (regarded as new species), were performed with the DNA sequences from two mitochondrial gene fragments (16S rRNA and COI). The genus Thyropygus (Harpagophorinae) was recovered as monophyletic under all analyses, whilst the representatives of Rhynchoproctinae also formed a monophyletic group. However, the analyses suggested that the tribe Gonoplectini should be elevated to a separate subfamily, Gonoplectinae. The molecular analyses were largely (but not totally) congruent with, and so supported the usefulness of, gonopodal characters for the classification and identification of harpagophorid millipedes, and additionally supported previous studies on the delimitation of species and subgroups. This is the first molecular study inside the family Harpagophoridae and provides the basis for further studies of the evolutionary processes and biogeographic patterns of millipedes in Southeast Asia.