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In this paper we present a new parallel multi-frontal direct solver, dedicated for the hp Finite Element Method (hp-FEM). The self-adaptive hp-FEM generates in a fully automatic mode, a sequence of hp-meshes delivering exponential convergence of the error with respect to the number of degrees of freedom (d.o.f.) as well as the CPU time, by performing a sequence of hp refinements starting from an arbitrary initial mesh. The solver constructs an initial elimination tree for an arbitrary initial mesh, and expands the elimination tree each time the mesh is refined. This allows us to keep track of the order of elimination for the solver. The solver also minimizes the memory usage, by de-allocating partial LU factorizations computed during the elimination stage of the solver, and recomputes them for the backward substitution stage, by utilizing only about 10% of the computational time necessary for the original computations …