Phylogenetically distant parasites often infect the same host. Indeed, co-infections can occur at levels greater than expected by chance and are sometimes hyperparasitic. The amphipod Echinogammarus marinus presents high levels of co-infection by two intracellular and vertically transmitted parasites, a paramyxid (Paramarteilia sp. Em) and a microsporidian strain (Dictyocoela duebenum Em). This co-infection may be hyperparasitic and result from an exploitative 'hitchhiking' or a symbiotic relationship between the parasites. However, the best-studied amphipod species are often collected from contaminated environments and may be immune-compromised. Immune-challenged animals frequently present co-infections and contaminant-exposed amphipods present significantly higher levels of microsporidian infection. This suggests the co-infections in E. marinus may result from contaminant-associated compromised immunity. Inconsistent with hyperparasitism, we find that artificial infections transmit Paramarteilia without microsporidian. Our population surveys reveal the co-infection relationship is geographically widespread but find only chance co-infection between the Paramarteilia and another species of microsporidian, Dictyocoela berillonum. Furthermore, we identify a haplotype of the Paramarteilia that presents no co-infection, even in populations with otherwise high co-infection levels. Overall, our results do not support the compromised-immunity hypothesis but rather that the co-infection of E. marinus, although non-hyperparasitic, results from a relationship between specific Paramarteilia and Dictyocoela duebenum strains.