The expression of the segment polarity genes wingless (wg) and engrailed (en) is highly conserved across arthropods, and these genes play a crucial role in patterning of the segmental body plan. Investigations of the expression and function of wg and en have focused primarily upon holometabolous insects, with the notable exception of recent detailed work in Oncopeltus (Hemiptera), Schistocerca, and Gryllus (Orthoptera). An increase in the phylogenetic breadth of our understanding of molecular patterning is crucial to ascertain the extent of conservation and divergence in molecular patterning mechanisms during insect embryogenesis. We examined the expression of wg mRNA transcripts and localization of En protein during embryogenesis in the mayfly Ephoron leukon (Ephemeroptera: Polymitarcyidae). These data represent one of the first embryonic gene expression pattern data for a mayfly, a lineage that may be the sister group to all other winged insects. Many aspects of wg and En expression are highly conserved, notably their expression in juxtaposed stripes in each parasegment, as well as expression domains in the procephalon, mouthparts, thoracic limbs, and nervous system. Future work in mayflies can be used to determine if conservation extends to other components of the segmentation hierarchy.