The endosymbiotic origin of plastids from cyanobacteria gave eukaryotes photosynthetic capabilities and launched the diversification of countless forms of algae. These primary plastids are found in members of the eukaryotic supergroup Archaeplastida, and are widely assumed to have a single origin. Here, we used single-cell genomics from natural samples combined with phylogenomics to infer the evolutionary origin of the phylum Picozoa, a globally distributed but seemingly rare group of marine microbial heterotrophic eukaryotes. Strikingly, we find based on the analysis of 43 single-cell genomes that Picozoa belong to Archaeplastida as a robust sister group to the clade containing red algae and the phagotrophic rhodelphids. Our analyses of this extensive data support the hypothesis that Picozoa lack a plastid, and further show no evidence for an early cryptic endosymbiosis with cyanobacteria. The position of Picozoa in the eukaryotic tree represents the first known case of a plastid-lacking lineage closely related to one of the main archaeplastid branches. The implications of these findings for our understanding of plastid evolution are unprecedented, and can either be interpreted as the first report of complete plastid loss in a free-living taxon, or as an indication that red algae and rhodelphids obtained their plastids independently of other archaeplastids.