Feminising microsporidian parasites are transmitted vertically from generation to generation of their crustacean hosts. Little is known about the mechanisms underpinning vertical transmission, in particular, parasite transmission to the host gonad during host development. Here, we investigate the burden and distribution of two species of vertically transmitted, feminising microsporidia (Dictyocoela duebenum and Nosema granulosis) during early embryogenesis (zygote to eight-cells) of the Gammarus duebeni host. Parasite burden differs between the two parasites with N. granulosis being higher by a factor of 10. Whilst D. duebenum replicates during the first few host cell divisions, there is no increase in N. granulosis burden. Only merogonic parasite stages were observed in the host embryo. Distribution of both parasites was non-random from the two-cell embryo stage, indicating biased parasite segregation at host cell division. Dictyocoela duebenum burden was low in the germline and somatic gonad progenitor cells but was highest in the ectoderm precursors, leading us to propose that the parasite targets these cells and then secondarily infects the gonad later in host development. Targeting by N. granulosis was less specific although there was a persistent bias in parasite distribution throughout host cell divisions. Parasite burden was highest in the ectoderm precursors as well as the germline progenitors leading us to suggest that, in addition to using the ectodermal route, N. granulosis may also target germline directly. Biased segregation will be adaptive for these parasites as it is likely to lead to efficient transmission and feminisation whilst minimising virulence in the host.