The saola, Pseudoryx nghetinhensis, was unknown to science until its formal description in 1993. This endangered species is a member of the ruminant artiodactyl family Bovidae (cattle, sheep, goats, and antelopes). However, given its puzzling combination of morphological traits, the specific affinities of Pseudoryx within Bovidae are controversial. A preliminary genetic investigation suggested that Pseudoryx should be placed in the subfamily Bovinae (cattle, buffaloes, spiral-horned antelopes, and nilgai), but a recent cladistic analysis of skeletal and dental characters allied Pseudoryx with caprine bovids (sheep, goats, musk oxen, goat antelopes, and Pantholops). The morphological and molecular hypotheses differ in assigning the saola to either of the two most divergent clades of Bovidae. In this report, phylogenetic analyses of DNA sequences from five genes are used to test these alternatives. Protein coding regions, introns, and ribosomal DNAs from the nuclear and mitochondrial genomes discount the hypothesis that Pseudoryx is a close relative of Caprinae. Instead, combined analyses of the DNA data and published morphological evidence place Pseudoryx with Bovini (cattle and buffaloes), a subclade of Bovinae. In separate analysis, the matrix of morphological characters links Pseudoryx with caprine bovids, but in the context of the molecular data, the gross anatomical evidence strongly supports a grouping of Pseudoryx with Bovinae. Surprisingly, the morphological partition provides the most character support in the combined analysis. This striking result is obscured by separate analyses of the individual data sets and the taxonomic congruence approach.