Little is known about the evolutionary history of most complex multi-trophic insect communities. Widespread species from different trophic levels might evolve in parallel, showing similar spatial patterns and either congruent temporal patterns (Contemporary Host-tracking) or later divergence in higher trophic levels (Delayed Host-tracking). Alternatively, host shifts by natural enemies among communities centred on different host resources could disrupt any common community phylogeographic pattern. We examined these alternative models using two Megastigmus parasitoid morphospecies associated with oak cynipid galls sampled throughout their Western Palaearctic distributions. Based on existing host cynipid data, a parallel evolution model predicts that eastern regions of the Western Palaearctic should contain ancestral populations with range expansions across Europe about 1.6 million years ago and deeper species-level divergence at both 8-9 and 4-5 million years ago. Sequence data from mitochondrial cytochrome b and multiple nuclear genes showed similar phylogenetic patterns and revealed cryptic genetic species within both morphospecies, indicating greater diversity in these communities than previously thought. Phylogeographic divergence was apparent in most cryptic species between relatively stable, diverse, putatively ancestral populations in Asia Minor and the Middle East, and genetically depauperate, rapidly expanding populations in Europe, paralleling patterns in host gallwasp species. Mitochondrial and nuclear data also suggested that Europe may have been colonized multiple times from eastern source populations since the late Miocene. Temporal patterns of lineage divergence were congruent within and across trophic levels, supporting the Contemporary Host-tracking Hypothesis for community evolution.