Nile × blue tilapia hybrid (Oreochromis niloticus × O. aureus) has become an important food fish in intensive freshwater aquaculture. Recently, the parasite Myxobolus bejeranoi (Cnidaria: Myxozoa) was found to infect hybrid tilapia gills at high prevalence, causing immune suppression and high mortality. Here, we explored additional characteristics of M. bejeranoi–tilapia interaction, which enable efficient proliferation of this parasite inside its specific host. Highly sensitive quantitative polymerase chain reaction (qPCR) and in situ hybridization analyses of fry collected from fertilization ponds provided evidence to an early-life infection of fish by a myxozoan parasite, occurring less than 3 weeks post-fertilization. Because Myxobolus species are highly host-specific, we next compared infection rates in hybrid tilapia and in both its parental species following a 1-week exposure to infectious pond water. Analysis by qPCR and histological sections showed that while blue tilapia was as susceptible to M. bejeranoi as the hybrid, Nile tilapia appeared to be resistant. This is the first report of differential susceptibility of a hybrid fish vs its parental purebreds to a myxozoan parasite. These findings advance our understanding of the relationship between M. bejeranoi and tilapia fish and raise important questions regarding the mechanisms that allow the parasite to distinguish between very closely related species and to infect a specific organ at very early-life stages.