Transmission eigenchannels are building blocks of coherent wave transport in diffusive media, and selective excitation of individual eigenchannels can lead to diverse transport behavior. An essential yet poorly understood property is the transverse spatial profile of each eigenchannel, which is critical for coupling into and out of it. Here, we discover that the transmission eigenchannels of a disordered slab possess localized incident and outgoing profiles, even in the diffusive regime far from Anderson localization. Such transverse localization arises from a combination of reciprocity, local coupling of spatial modes, and nonlocal correlations of scattered waves. Experimentally, we observe signatures of such localization despite finite illumination area. Our results reveal the intrinsic characteristics of transmission eigenchannels in the open slab geometry, commonly used for applications in imaging and energy transfer through turbid media.