Coccidia infections in wild birds rarely cause clinical signs; however, disease and mortality can occur with predisposing environmental and host conditions. The Yellow-eyed Penguin (Megadyptes antipodes) is an endangered species endemic to New Zealand that has seen significant ongoing population decline. The aim of this study was to examine the host–pathogen dynamics of coccidian parasites in two wild populations of Yellow-eyed Penguin: the mainland (South Island) population and the sub-Antarctic (Enderby Island) population. There was weak evidence for a difference in the prevalence of the Eimeria sp. in birds from Enderby Island (76.6%; 36/47; 95% confidence interval [CI] 62.78–86.4%) and the South Island of New Zealand (58.54%; 24/41; 95% CI 43.37–72.24%). The mean pathogen load in penguins on Enderby Island was 9,723 oocysts/g of feces (SE=5831 oocysts/g) and from the South Island of New Zealand was 1,050 oocysts/g (SE=398 oocysts/g). No evidence of an association was found between pathogen load and body weight in either study population. The morphology of the sporulated coccidial oocysts was consistent with a novel species of Eimeria. There was statistically significant variation between the oocysts collected from the two sites in all measurements apart from the oocyst wall thickness. However, the standard technique of assessing linear regressions of the length and width of oocysts from both sampling sites was 0.80, and therefore above the standard R²>0.5 used to indicate variation within a single population of oocysts, suggesting that only a single species of Eimeria was present at both sampling locations. The prevalence and pathogen load of Eimeria sp. was substantially higher than previous reports of coccidial oocysts in Yellow-eyed Penguins and free-living Sphenisciformes globally. This host–parasite relationship deserves further investigation, as the impact of this novel organism on the population remains unclear.