Obligate intracellular malaria parasites reside within a vacuolar compartment generated during invasion which is the principal interface between pathogen and host. To subvert their host cell and support their metabolism, these parasites coordinate a range of transport activities at this membrane interface that are critically important to parasite survival and virulence, including nutrient import, waste efflux, effector protein export, and uptake of host cell cytosol. Here, we review our current understanding of the transport mechanisms acting at the malaria parasite vacuole during the blood and liver-stages of development with a particular focus on recent advances in our understanding of effector protein translocation into the host cell by the Plasmodium Translocon of EXported proteins (PTEX) and small molecule transport by the PTEX membrane-spanning pore EXP2. Comparison to Toxoplasma gondii and other related apicomplexans is provided to highlight how similar and divergent mechanisms are employed to fulfill analogous transport activities.