We investigated an unknown ellipsoidal body that is sometimes found in the ovaries of the sea cucumber Apostichopus japonicus. Its external morphology, comprising an ellipsoidal dark central body (about 150 µm in length) and a surrounding transparent layer (about 50 µm in thickness), resembled that of a protozoan cyst, particularly an oocyst. Histological observations of the developing A. japonicus ovaries clarified that a small mass of organisms appeared in the cytoplasm of young oocytes, proliferated in these cells through budding, became rod shaped and arranged radially, and, finally, formed an outer layer. These processes were considered to be the formation of a cyst by a protozoan parasite. The small subunit ribosomal RNA (18S rRNA) gene was amplified from the DNA extracted from unknown ellipsoidal bodies by using polymerase chain reaction with universal primers for eukaryote 18S rRNA. The determined sequence was not identical to any of the known sequences in DNA databases, but it clustered in a clade of coccidian species belonging to Eucoccidiorida in phylogenetic analyses. From these results, we concluded that the unknown ellipsoidal body is a cyst (possibly an oocyst) of a coccidian parasite (order Eucoccidiorida) that is formed in the A. japonicus oocyte, though its lower taxonomic position is uncertain. In a survey of the gonads of wild A. japonicus at Esashi, Hokkaido, during the reproductive season, these cysts were detected in more than 50% of females but were never found in males. We consider that the cysts of this parasite can only be formed in A. japonicus ovaries.