Mesocarnivores are small- or mid-sized carnivore species that display a variety of ecologies and behaviours. In Europe, wild mesocarnivores are represented by the red fox (Vulpes vulpes), the golden jackal (Canis aureus), the European wildcat (Felis silvestris), the Mustelidae of the genera Meles, Martes, Mustela, Lutra, the invasive species of raccoon dog (Nyctereutes procyonoides), raccoons (Procyon lotor), and American mink (Neomustela vison). These abundant animals thrive in various habitats and often develop their activity close to human settlements. Thus, they may play an important role in the introduction, maintenance, and transmission of major parasitic zoonoses and promote bridging infections with domestic animals. Against this background, this article reports and discusses some of the most important endoparasites of wild mesocarnivores living in Europe, on the basis of their actual role as reservoirs, spreaders, or sentinels. The data derived from epizootiological studies in different European countries, and the proven or speculated implications of the detected endoparasites in human and domestic animals’ health, are discussed. Through older and recent literature review, the state-of-the-art knowledge on the occurrence and prevalence of the parasites under consideration is presented, showing further, warranted investigations and the need for surveillance and vigilance.