Environmental parasitology deals with the interactions between parasites and pollutants in the environment. Their sensitivity to pollutants and environmental disturbances makes many parasite taxa useful indicators of environmental health and anthropogenic impact. Over the last 20 years, three main research directions have been shown to be highly promising and relevant, namely parasites as accumulation indicators for selected pollutants, parasites as effect indicators, and the role of parasites interacting with established bioindicators. The current paper focuses on the potential use of parasites as indicators of environmental pollution and the interactions with their hosts. By reviewing some of the most recent findings in the field of environmental parasitology, we summarize the current state of the art and try to identify promising ideas for future research directions. In detail, we address the suitability of parasites as accumulation indicators and their possible application to demonstrate biological availability of pollutants; the role of parasites as pollutant sinks; the interaction between parasites and biomarkers focusing on combined effects of parasitism and pollution on the health of their hosts; and the use of parasites as indicators of contaminants and ecosystem health. Therefore, this review highlights the application of parasites as indicators at different biological scales, from the organismal to the ecosystem.