Anthozoans (e.g., corals, anemones) are an ecologically important and diverse group of marine metazoans that occur from shallow to deep waters worldwide. However, our understanding of the evolutionary relationships among the similar to 7,500 species within this class is hindered by the lack of phylogenetically informative markers that can be reliably sequenced across a diversity of taxa. We designed and tested 16,306 RNA baits to capture 720 ultraconserved element loci and 1,071 exon loci. Library preparation and target enrichment were performed on 33 taxa from all orders within the class Anthozoa. Following Illumina sequencing and Trinity assembly, we recovered 1,774 of 1,791 targeted loci. The mean number of loci recovered from each species was 638 +/- 222, with more loci recovered from octocorals (783 +/- 138 loci) than hexacorals (475 +/- 187 loci). Parsimony informative sites ranged from 26 to 49% for alignments at differing hierarchical taxonomic levels (e.g., Anthozoa, Octocorallia, Hexacorallia). The per cent of variable sites within each of three genera (Acropora, Alcyonium, and Sinularia) for which multiple species were sequenced ranged from 4.7% to 30%. Maximum-likelihood analyses recovered highly resolved trees with topologies matching those supported by other studies, including the monophyly of the order Scleractinia. Our results demonstrate the utility of this target-enrichment approach to resolve phylogenetic relationships from relatively old to recent divergences. Redesigning the baits with improved affinities to capture loci within each subclass will provide a valuable toolset to address systematic questions, further our understanding of the timing of diversifications and help resolve long-standing controversial relationships in the class Anthozoa.