It is critical to characterize changes in the structure and composition of the host fungal community in natural Cryptosporidium infection, because it gives the possible overview of gut microbiome in host homeostasis and disease progression. A total of 168 rectal fecal samples were collected and examined using nPCR. The positive samples were double-checked using 18S rDNA high-throughput sequencing. After confirmation, ITS high-throughput sequencing was utilized to investigate the fungal community’s response to natural Cryptosporidium infection. Results showed that a total of three positive samples (1.79%) were identified with an increased abundance of fungi associated with health hazards, such as class Dothideomycetes, families, i.e., Cladosporiaceae, Glomerellaceae, and genera, i.e., Wickerhamomyces, Talaromyces, Cladosporium, Dactylonectria, and Colletotrichum. On the contrary, taxa associated with favorable physiological effects on the host were shown to have the reverse impact, such as families, i.e., Psathyrellaceae, Pseudeurotiaceae and genera (Beauveria, Nigrospora, and Diversispora). For the first time, we evaluated the condition of natural Cryptosporidium infection in horses in Wuhan, China, and discovered distinct variations in the fungal microbiome in response to natural infection. It might prompt a therapy or prevention strategy to apply specific fungal microorganisms that are probably responsible for decreased susceptibility or increased resistance to infection.