Nementchatherium senarhense, gen. et sp. nov. from the Middle–Late Eocene of Bir El Ater (Algeria) is described and assigned to the subfamily Herodotiinae (Macroscelidea). This genus and the other primitive elephant-shrews are compared with the Louisininae (Hyopsodontidae, Condylarthra) from the Early Paleogene of Europe. These groups have been included in a phylogenetic analysis based on dental characters, in order to clarify the origin of Macroscelidea. Phylogenetic reconstruction suggests that Louisininae are belonging in the polyphyletic Hyopsodontidae except for Microhyus which is considered here as the sister-group the Macroscelidea. These results suggest a terrestrial interchange between Africa and Eurasia during the Early Eocene. The phylogenetic analysis suggests also that the Macroscelidea-Microhyus clade is closely related to the Proboscidea. Like molecular phylogenies, especially those concerning the African molecular clade (=Afrotheria), our results, provide evidence for a macroscelid-tethytherian relationship. However, if the Macroscelidea emerged from European “condylarth” at the Early Eocene as our data suggest, the Proboscidea are already differentiated in Africa during this period. Then, it seems that Macroscelidea and Proboscidea are paraphyletic. The assumption of a unique group of condylarthran type at the origin of Afrotheria (macroscelids, tethytherians, tubulidentates, tenrecid and chrysochlorid insectivores) cannot be excluded, but the current paleontological data do not fit with that hypothesis.