Sea lice, the major ectoparasites of fish, have significant economic impacts on wild and farmed finfish, and have been implicated in the decline of wild salmon populations. As blood-feeding arthropods, sea lice may also be reservoirs for viruses infecting fish. However, except for two groups of negative-strand RNA viruses within the order Mononegavirales, nothing is known about viruses of sea lice. Here, we used transcriptomic data from three key species of sea lice (Lepeophtheirus salmonis, Caligus clemensi, and Caligus rogercresseyi) to identify 32 previously unknown RNA viruses. The viruses encompassed all the existing phyla of RNA viruses, with many placed in deeply branching lineages that likely represent new families and genera. Importantly, the presence of canonical virus-derived small interfering RNAs (viRNAs) indicates that most of these viruses infect sea lice, even though in some cases their closest classified relatives are only known to infect plants or fungi. We also identified both viRNAs and PIWI-interacting RNAs (piRNAs) from sequences of a bunya-like and two qin-like viruses in C. rogercresseyi. Our analyses showed that most of the viruses found in C. rogercresseyi occurred in multiple life stages, spanning from planktonic to parasitic stages. Phylogenetic analysis revealed that many of the viruses infecting sea lice were closely related to those that infect a wide array of eukaryotes with which arthropods associate, including fungi and parasitic tapeworms, implying that over evolutionary time there has been cross-phylum and cross-kingdom switching of viruses between arthropods and other eukaryotes. Overall, this study greatly expands our view of virus diversity in crustaceans, identifies viruses that infect and replicate in sea lice, and provides evidence that over evolutionary time, viruses have switched between arthropods and eukaryotic hosts in other phyla and kingdoms.