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We report a comprehensive muon spin rotation (μSR) study of the prototypical magnetoelectric antiferromagnet Cr_{2}O_{3}. We find the positively charged muon (μ^{+}) occupies several distinct interstitial sites and displays a rich dynamic behavior involving local hopping, thermally activated site transitions, and the formation of a charge-neutral complex composed of a muon and an electron polaron. The discovery of such a complex has implications for the interpretation of μSR spectra in a wide range of magnetic oxides and opens a route to study the dopant characteristics of interstitial hydrogen impurities in such materials. We address implications arising from implanting a μ^{+} into a linear magnetoelectric and discuss the challenges of observing a local magnetoelectric effect generated by the charge of the muon.