Macroinvertebrates have been recognized as key ecological indicators of environmental and biodiversity assessment in aquatic ecosystems. However, species identification of macroinvertebrates (especially aquatic insects) proves to be very difficult due to lack of expertise. In this study, we evaluated the feasibility of DNA barcoding for the classification of benthic macroinvertebrates and investigated the genetic differentiation in nine taxonomic groups (Ephemeroptera, Plecoptera, Trichoptera, Diptera, Hemiptera, Coleoptera, Odonata, Mollusca and Annelida) from four large transboundary rivers of northwest China, and further explored its potential application to environment and biodiversity assessment. A total of 1227 COI sequences, belonging to 189 species, 122 genera and 59 families were obtained. The barcode gap analysis supported species status using the barcode gap approach. Meanwhile, NJ phylogenetic trees showed that all species group into single-species representing clusters whether from the same population or not, except two species (Polypedilum. laetum and Polypedilum. bullum). The ABGD analysis divided into 190 OTUs (P = 0.0599) and BIN analysis generated 201 different BINs. Phylogenetic diversity (PD) metrics can reflect environmental stress and serve as a metrics of Index of Biotic Integrity (IBI) to reflect the degree of disturbance in river systems.