"Contrary to what you may have heard, the armadillo is neither a rodent nor a marsupial, and they are not related to the opossum any more than you are. There are twenty different species of armadillos. They belong to the order Xenarthra, family Dasypodidae. Their closest relatives are sloths and anteaters."

http://www.msu.edu/~nixonjos/armadillo/