We describe a new microsporidian species, Encephalitozoon romaleae n. sp., isolated from an invertebrate host, the grasshopper Romalea microptera, collected near Weeks Island, Louisiana, and Jacksonville, Florida. This microsporidian is characterized by specificity to the gastric caecae and midgut tissues of the host and a life cycle that is nearly identical to that of Encephalitozoon hellem and Encephalitozoon cuniculi. Mature spores are larger (3.97 × 1.95 µm) than those of other Encephalitozoon species. Polar filament coils number 7 to 8 in a single row. Analysis of the small subunit (SSU) rDNA shows that E. romaleae fits well into the Encephalitozoon group and is a sister taxon to E. hellem. This is the first Encephalitozoon species that has been shown to complete its life cycle in an invertebrate host.