Members of the Mylagaulidae have been known for over a century to bear nasal horns; the only rodents, extinct or extant, ever to have done so. This striking feature is known from five of the over 30 species of mylagaulid rodents discovered across North America and Eurasia, all relatively large animals that were likely less fossorial than their relatives. We describe herein a sixth new species of horned mylagaulid. This new taxon from Sioux County, Nebraska, offers the opportunity to reassess the phylogenetic relationships of Mylagaulidae and test several evolutionary hypotheses. Our analyses demonstrate that horns evolved only once in Mylagaulidae, in the common ancestor of Ceratogaulus, first as short horns exapted from the thickened nasals of fossorial ancestors, and later as taller horns. The horns evolved following a positive allometric scaling with body mass that suggests a response to predation pressure in these nearly blind animals. The evolution of tall horns also corresponds to a jump in body mass. The largest mylagaulids are not horn-bearing species, however. Additional analyses of the complex pattern of body mass evolution we reveal will be necessary to explain the evolution of the largest head-lift digging rodents in Earth history. https://zoobank.org/urn:lsid:zoobank.org:pub:81FE999A-F79E-4BD4-9A81-2C7D3D5D81CD.