Host-parasite coevolution stems from reciprocal selection on host resistance and parasite infectivity, and can generate some of the strongest selective pressures known in nature. It is widely seen as a major driver of diversification, the most extreme case being parallel speciation in hosts and their associated parasites. Here, we report on endoparasitic nematodes, most likely members of the mermithid family, infecting different Timema stick insect species throughout California. The nematodes develop in the hemolymph of their insect host and kill it upon emergence, completely impeding host reproduction. Given the direct exposure of the endoparasites to the host's immune system in the hemolymph, and the consequences of infection on host fitness, we predicted that divergence among hosts may drive parallel divergence in the endoparasites. Our phylogenetic analyses suggested the presence of two differentiated endoparasite lineages. However, independently of whether the two lineages were considered separately or jointly, we found a complete lack of codivergence between the endoparasitic nematodes and their hosts in spite of extensive genetic variation among hosts and among parasites. Instead, there was strong isolation by distance among the endoparasitic nematodes, indicating that geography plays a more important role than host-related adaptations in driving parasite diversification in this system. The accumulating evidence for lack of codiversification between parasites and their hosts at macroevolutionary scales contrasts with the overwhelming evidence for coevolution within populations, and calls for studies linking micro- versus macroevolutionary dynamics in host-parasite interactions.