A systematic literature search on Pneumocystis in 276 pet, farm, zoo, and wild mammal species resulted in 124 publications originating from 38 countries that were analyzed descriptively and statistically, for which inclusion and exclusion criteria were exactly defined. The range of recorded Pneumocystis prevalence was broad, yet in half of the citations a prevalence of ≤25% was documented. Prevalence was significantly dependent on the method used for Pneumocystis detection, with PCR revealing the highest percentages. Pet animals showed the lowest median Pneumocystis prevalence, followed by farm, wild, and zoo animals. In contrast, pet and farm animals showed higher proportions of high-grade infection levels compared to zoo and wild mammals. Only in individual cases, all of them associated with severe Pneumocystis pneumonia, was an underlying immunosuppression confirmed. Acquired immunosuppression caused by other diseases was frequently discussed, but its significance, especially in highly immunosuppressive cases, needs to be clarified. This meta-analysis supported a potential influence of the social and environmental factors of the host on Pneumocystis transmission in wildlife, which must be further elucidated, as well as the genetic diversity of the fungus.