The invention discloses a method for constructing transgenic Nosema bombycis, characterized by injecting a transgenic vector wrapped by liposome in body cavity of the Bombyx mori infected with Nosema bombycis, after 2-4 days, adding silkworm hemolymph in Bombyx mori BmN culture cells to cultivate; when microsporidian presents green fluorescent light, using an insect medium to extremely dilute and adding into a cell culture plate, selecting a culture pore where only one culture cell presents green fluorescent light, adding normal culture cells to culture for 2-4 days to obtain infected culture cells; repeating for at least three times, taking the obtained infected culture cells, conducting homogenate and crushing the cells, conducting differential centrifugation, purifying microsporidian, infecting the Bombyx mori, after the Bombyx mori falls ill, purifying the infected tissues to obtain the transgenic Nosema bombycis. According to the invention, exogenous genes can be integrated into the Nosema bombycis genome, the modification of Nosema bombycis by gene engineering is realized, the adjustment of expression of the microsporidian genes is realized, and a method for microsporidian gene function research is provided.