Didelphids (Didelphimorphia: Didelphidae) are a large and well-studied group of Neotropical marsupials. Although knowledge of the parasitic fauna of didelphids is still scarce, recent work has suggested that Neotropical marsupials are often hosts of pinworms. Here, we isolated oxyurid nematodes from fecal samples of Marmosa paraguayana (Marsupialia: Didelphidae) and provide a general description and measurements for male and female specimens. We concluded these specimens can be assigned to Gracilioxyuris agilisis (Ascaridida: Oxyuridae), an oxyurid recently described as a parasite of the didelphid Gracilinanus agilis (Didelphimorphia: Didelphidae). The finding of G. agilisis in a different, albeit closely related, host species strengthens the previous notion of a close association between pinworms and didelphids and contributes to the knowledge of the helminthic fauna of didelphid marsupials.