Plasmodium sporozoites actively migrate in the dermis and enter blood vessels to infect the liver. Despite their importance for malaria infection, little is known about these cutaneous processes. We combine intravital imaging in a rodent malaria model and statistical methods to unveil the parasite strategy to reach the bloodstream. We determine that sporozoites display a high-motility mode with a superdiffusive Lévy-like pattern known to optimize the location of scarce targets. When encountering blood vessels, sporozoites frequently switch to a subdiffusive low-motility behavior associated with probing for intravasation hotspots, marked by the presence of pericytes. Hence, sporozoites present anomalous diffusive motility, alternating between superdiffusive tissue exploration and subdiffusive local vessel exploitation, thus optimizing the sequential tasks of seeking blood vessels and pericyte-associated sites of privileged intravasation.