Octocorals possess sclerites, small elements comprised of calcium carbonate (CaCO3) that are important diagnostic characters in octocoral taxonomy. Among octocorals, sea pens comprise a unique order (Pennatulacea) that live in a wide range of depths. Habitat depth is considered to be important in the diversification of octocoral species, but a lack of information on sea pens has limited studies on their adaptation and evolution across depth. Here, we aimed to reveal trends of adaptation and evolution of sclerite shapes in sea pens with regards to habitat depth via phylogenetic analyses and ancestral reconstruction analyses. Colony form of sea pens is suggested to have undergone convergent evolution and the loss of axis has occurred independently across the evolution of sea pens. Divergences of sea pen taxa and of sclerite forms are suggested to depend on habitat depths. In addition, their sclerite forms may be related to evolutionary history of the sclerite and the surrounding chemical environment as well as water temperature. Three-flanged sclerites may possess the tolerance towards the environment of the deep sea, while plate sclerites are suggested to be adapted towards shallower waters, and have evolved independently multiple times. The common ancestor form of sea pens was predicted to be deep-sea and similar to family Pseudumbellulidae in form, possessing sclerites intermediate in form to those of alcyonaceans and modern sea pens such as spindles, rods with spines, and three-flanged sclerites with serrated edges sclerites, as well as having an axis and bilateral traits.