Together with micronemes and rhoptries, dense granules are specialised secretory organelles of Apicomplexa parasites. Among Apicomplexa, Plasmodium represents a model of parasites propagated by way of an insect vector, whereas Toxoplasma is a model of food borne protozoa forming cysts. Through comparison of both models, this review summarises data accumulated over recent years on alternative strategies chosen by these parasites to develop within a parasitophorous vacuole and explores the role of dense granules in this process. One of the characteristics of the Plasmodium erythrocyte stages is to export numerous parasite proteins into both the host cell cytoplasm and/or plasma membrane via the vacuole used as a step trafficking compartment. Whether this feature can be correlated to few storage granules and a restricted number of dense granule proteins, is not yet clear. By contrast, the Toxoplasma developing vacuole is decorated by abundantly expressed dense granule proteins and is characterised by a network of membranous nanotubes. Although the exact function of most of these proteins remains currently unknown, recent data suggest that some of these dense granule proteins could be involved in building the intravacuolar membranous network. Conserved expression of the Toxoplasma dense granule proteins throughout most of the parasite stages suggests that they could also be key elements of the cyst formation.