Among the fundamental questions regarding cultivated plants is their geographic origin and region of domestication. The genus Cucumis, which includes cucumber (Cucumis sativus) and melon (Cucumis melo), has numerous wild African species, and it has therefore been assumed that melon originated in Africa. For cucumber, this seemed less likely because wild cucumbers exist in India and a closely related species lives in the Eastern Himalayas. Using DNA sequences from plastid and nuclear markers for some 100 Cucumis accessions from Africa, Australia, and Asia, we show here that melon and cucumber are of Asian origin and have numerous previously overlooked species-level relatives in Australia and around the Indian Ocean. The wild progenitor of C. melo occurs in India, and our data confirm that the Southeast Asian Cucumis hystrix is the closest relative of cucumber. Most surprisingly, the closest relative of melon is Cucumis picrocarpus from Australia. C. melo diverged from this Australian sister species approximately 3 Ma, and both diverged from the remaining Asian/Australian species approximately 10 Ma. The Asian/Australian Cucumis clade comprises at least 25 species, nine of them new to science, and diverged from its African relatives in the Miocene, approximately 12 Ma. Range reconstruction under maximum likelihood suggests Asia as the ancestral area for the most recent common ancestor of melon and cucumber, fitting with both having progenitor populations in the Himalayan region and high genetic diversity of C. melo landraces in India and China. Future investigations of wild species related to melon and cucumber should concentrate on Asia and Australia.