Methods and apparatus for embedding a watermark are disclosed. An example method disclosed herein to embed a watermark in a compressed data stream comprises obtaining a set of transform coefficients included in the compressed data stream, the set of transform coefficients having a respective first set of mantissa codes and a respective set of exponents, the first set of mantissa codes associated with a respective set of mantissa step sizes, identifying a first transform coefficient from the set of transform coefficients having a smallest magnitude among the set of transform coefficients, determining a second set of mantissa codes based on the first transform coefficient and the set of step sizes, and replacing the first set of mantissa codes included in the compressed data stream with the second set of mantissa codes to embed the watermark without uncompressing the compressed data stream.