The crustacean family of isopods, Dajidae, comprises 18 genera containing 54 species with widespread distribution. The species of this family are ectoparasites, especially on euphausiids, mysids and shrimps. The species of Holophryxus acanthephyrae has a life cycle involving a first intermediate host (copepod) and a definitive host (shrimp) and adheres particularly on deep-sea shrimps of genus Acanthephyra. Here, we make the first report of dajid isopod Holophryxus acanthephyrae from Brazilian waters (South Atlantic) and the first occurrence as a parasite on deep-sea shrimp Acanthephyra acanthitelsonis. The specimen was collected under the framework of the project “ABRACOS 2” (Acoustic along the Brazilian Coast), on board of R/V Antea in April 2017, using a Micronekton net (mesh size of 10 mm) in Rocas Atoll. The specimen female of Holophryxus acanthephyrae was found in a pelagic zone in Rocas Atoll, at 630 m depth. This study increases the knowledge of Dajidae family and their host range.