Aquaculture combines techniques for breeding and harvesting aquatic organisms used in shrimp production. It is important as a source of income and for generating foreign exchange in the regions where it is practiced. However, the timely detection of diseases continues to be a great challenge for aquaculture and fisheries production. In recent years, Enterocytozoon hepatopenaei (EHP) has emerged as a major pathogen of the Pacific white shrimp Penaeus vannamei in many Asian countries (Vietnam, China, Indonesia, Malaysia, Thailand, India, and Korea). In Latin America, only in Venezuela, and to date, there is no report of its presence in Mexico. It is transmitted directly from shrimp to shrimp by oral or fecal means, cannibalism, or exposure to contaminated water. Hepatopancreatic microsporidiosis (HPM) is mainly associated with stunted growth and severe infections that can cause a poor production cycle, mortality, and problems in larva-producing laboratories. This review aims to overview the main microsporidian parasites and diseases found in white shrimp, including the clinical signs, control and prevention measures for EHP infection, and the detection of HPM using different techniques. In order to offer timely detection tools, different techniques are available for the detection and study of microsporidia. Such as optical microscopy, transmission electron microscopy, and histology; however, for diagnostic purposes, molecular methods are preferred due to their sensitivity, specificity, and short-time analysis. Our review suggests that constant monitoring in shrimp hatcheries and farms is essential to avoid the entry or transference of infected organisms, affecting shrimp production and the ideal development of healthy shrimp.