Filth flies, cockroaches, and dung beetles have been close neighbors with humans and animals throughout our joint histories. However, these insects can also serve as vectors for many zoonotic enteric parasites (ZEPs). Zoonoses by ZEPs remain a paramount public health threat due to our close contact with animals, combined with poor water, sanitation, and hygiene access, services, and behaviors in many global regions. Our objective in this systematic review was to determine which ZEPs have been documented in these vectors, to identify risk factors associated with their transmission, and to provide effectual One Health recommendations for curbing their spread. Using PRISMA guidelines, a total of 85 articles published from 1926 to 2021 were reviewed and included in this study. Qualitative analysis revealed that the most common parasites associated with these insects included, but were not limited to: Ascaris spp., Trichuris spp., Entamoeba spp., and Cryptosporidium spp. Additionally, prominent risk factors discovered in the review, such as poor household and community WASH services, unsafe food handling, and exposure to domestic animals and wildlife, significantly increase parasitic transmission and zoonoses. The risk of insect vector transmission in our shared environments makes it critically important to implement a One Health approach in reducing ZEP transmission.