Myxozoans are among the most abundant parasites in nature. Their life cycles involve two hosts: an invertebrate, usually an annelid, and a vertebrate, usually a fish. They affect fish species in their natural habitats but also constitute a menace for fish aquaculture. Using different strategies they are able to parasitize and cause damage in multiple organs, including mucosal tissues, which they use also as portals of entry. In fish, the main mucosal sites include the intestine, skin and gills. Recently the finding of a specific mucosal immunoglobulin in teleost (IgT), analogous to mammalian IgA, and the capacity of fish to develop a specific mucosal immune response against different pathogens, has highlighted the importance of studying immune responses at mucosal sites. In this review, we describe the major biological characteristics of myxozoan parasites and present the data available regarding immune responses for species that infect mucosal sites. As models for mucosal immunity we review the responses to Enteromyxum spp. and Ceratomyxa shasta, both of which parasitize the intestine. The immune response at the skin and gills is also described, as these mucosal tissues are used by myxozoans as attaching surfaces and portal of entry, and some species also parasitize these sites. Finally, the development of immunoprophylactic strategies is discussed.