Eurasian brine shrimp (genus Artemia) have closely related sexual and asexual lineages of parthenogenetic females, which produce rare males at low frequencies. Although they are known to have ZW chromosomes, these are not well characterized, and it is unclear whether they are shared across the clade. Furthermore, the underlying genetic architecture of the transmission of asexuality, which can occur when rare males mate with closely related sexual females, is not well understood. We produced a chromosome-level assembly for the sexual Eurasian species A. sinica and characterized in detail the pair of sex chromosomes of this species. We combined this new assembly with short-read genomic data for the sexual species A. sp. Kazakhstan and several asexual lineages of A. parthenogenetica, allowing us to perform an in-depth characterization of sex-chromosome evolution across the genus. We identified a small differentiated region of the ZW pair that is shared by all sexual and asexual lineages, supporting the shared ancestry of the sex chromosomes. We also inferred that recombination suppression has spread to larger sections of the chromosome independently in the American and Eurasian lineages. Finally, we took advantage of a rare male, which we backcrossed to sexual females, to explore the genetic basis of asexuality. Our results suggest that parthenogenesis is likely partly controlled by a locus on the Z chromosome, highlighting the interplay between sex determination and asexuality.