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Abstract Background Although the processes of co-evolution between parasites and their hosts are well known, evidence of co-speciation remains scarce. Microsporidian intracellular parasites, due to intimate relationships with their hosts and mixed mode of transmission (horizontal but also vertical, from mother to offspring), may represent an interesting biological model for investigating co-speciation. Amphipod crustaceans, especially gammarids, are regular hosts of microsporidian parasites, in particular the Dictyocoela spp., which have so far been found limited to these amphipods and are known to use a vertical mode of transmission. The amphipod genus Gammarus has a diversification history spanning the last 50–60 Mya and an extensive cryptic diversity in most of the nominal species. Here, we investigated the degree of co-diversification between Dictyocoela and Gammarus balcanicus, an amphipod with high degrees of ancient cryptic diversification and lineage endemism, by examining the genetic diversity of these parasites over the entire geographic range of the host. We hypothesised that the strong host diversification and vertical transmission of Dictyocoela would promote co-diversification. Results Using the parasite SSU rDNA as a molecular marker, analyzing 2225 host specimens from 88 sites covering whole host range, we found 31 haplogroups of Dictyocoela, 30 of which were novel, belonging to four Dictyocoela species already known to infect other Gammarus spp. The relationships between Dictyocoela and gammarids is therefore ancient, with the speciation in parasites preceding those of the hosts. Each novel haplogroup was nevertheless specific to G. balcanicus, leaving the possibility for subsequent co-diversification process during host diversification. A Procrustean Approach to Co-phylogeny (PACo) analysis revealed that diversification of Dictyocoela was not random with respect to that of the host. We found high degrees of congruence between the diversification of G. balcanicus and that of Dictyocoela roeselum and D. muelleri. However, we also found some incongruences between host and Dictyocoela phylogenies, e.g. in D. duebenum, probably due to host shifts between different G. balcanicus cryptic lineages. Conclusion The evolutionary history of Dictyocoela and Gammarus balcanicus represents an example of an overall host-parasite co-diversification, including cases of host shifts.