Bacteriophages are common viruses infecting prokaryotes. In addition to their deadly effect, phages are also involved in several evolutionary processes of bacteria, such as coding functional proteins potentially beneficial to them, or favoring horizontal gene transfer through transduction. The particular lifestyle of obligatory intracellular bacteria usually protects them from phage infection. However, Wolbachia, an intracellular alpha-proteobacterium, infecting diverse arthropod and nematode species and best known for the reproductive alterations it induces, harbors a phage named WO, which has recently been proven to be lytic. Here, phage infection was checked in 31 Wolbachia strains, which induce 5 different effects in their hosts and infect 25 insect species and 3 nematodes. Only the Wolbachia infecting nematodes and Trichogramma were found devoid of phage infection. All the 25 detected phages were characterized by the DNA sequence of a minor capsid protein gene. Based on all data currently available, phylogenetic analyses show a lack of congruency between Wolbachia or insect and phage WO phylogenies, indicating numerous horizontal transfers of phage among the different Wolbachia strains. The absence of relation between phage phylogeny and the effects induced by Wolbachia suggests that WO is not directly involved in these effects. Implications on phage WO evolution are discussed.