The unicellular trypanosomatids belong to the phylum Euglenozoa and all known species are obligate parasites. Distinct lineages infect plants, invertebrates, and vertebrates, including humans. Genome data for marine diplonemids, together with freshwater euglenids and free-living kinetoplastids, the closest known nonparasitic relatives to trypanosomatids, recently became available. Robust phylogenetic reconstructions across Euglenozoa are now possible and place the results of parasite-focused studies into an evolutionary context. Here we discuss recent advances in identifying the factors shaping the evolution of Euglenozoa, focusing on ancestral features generally considered parasite-specific. Remarkably, most of these predate the transition(s) to parasitism, suggesting that the presence of certain preconditions makes a significant lifestyle change more likely.