We describe from the NW Mediterranean Sea a new copepod species of Anthessiidae, Anthessius alpheusicolous, found in association with the snapping shrimp Alpheus macrocheles (Hailstone, 1835). The new species is differentiated from its 40 congeners by the formula of the third segment of the fourth exopod, the number and morphology of the terminal claws on the antenna, the armature of the mandible, and the length of leg 5. A key to the 41 species currently included in Anthessius is presented. The relationship between A. alpheusicolous and its decapod host likely arose through host switching, and the known symbiotic relationships between the species of Anthessius and their respective hosts are reviewed within this frame. Additionally, the synonymy between A. projectus Kim, 1993 and A. kimjensis Suh, 1993 is here reported for the first time.