intruder; infiltrator
Refers to a person who secretly enters a place, organization, or system, often with a specific purpose such as spying, sabotage, or unauthorized access.
The security guard found an intruder in the building.
He was sent into the enemy organization as an infiltrator.
スパイ is a loanword for 'spy', focusing on espionage, whereas 潜入者 can be any kind of infiltrator, not necessarily a spy.
Compound of 潜入 (せんにゅう, 'infiltration') + 者 (しゃ, 'person'). The word is transparently derived from its components.