The intracellular bacterium Wolbachia is one of the most common symbionts in arthropods and, because of its manipulative effects on host reproduction, is assumed to be an important factor in several evolutionary processes. These bacteria are mainly vertically transmitted from mother to daughter through the egg cytoplasm, and horizontal transmission is generally assumed to be rare. Here, we show natural inter- and intraspecific horizontal transfer of parthenogenesis-inducing Wolbachia between parasitoid wasps of the genus Trichogramma. Horizontal transfer was observed when infected and uninfected larvae shared the same host egg. This is the first report, to our knowledge, on interspecific horizontal transfer of Wolbachia between closely related sympatric species. Some originally uninfected immature wasps acquired Wolbachia while inside the host egg, but not all of these newly infected females exhibited the parthenogenesis phenotype. In general, intraspecific horizontal transfer was more successful than interspecific transfer. Wolbachia underwent vertical transmission in the new species but the infection tended to be lost within several generations. Our results have important implications for understanding the evolution of Wolbachia-host associations.