Wild rabbits (Oryctolagus cuniculus) can be important sentinel species for the presence of zoonotic pathogens. Therefore, we collected blood samples from wild rabbits harvested by hunters during the hunting season 2019–2020 on the island of Lemnos, to determine exposure of wild rabbits to the zoonotic pathogens Leishmania infantum, Toxoplasma gondii, Anaplasma phagocytophilum and Babesia caballi, as well as aqueous humor to assess its diagnostic performance in terms of sensitivity, specificity, positive and negative likelihood ratios. Antibodies against these pathogens were detected by Indirect Immunofluorescence Antibody (IFA) assay. Out of the 72 wild rabbits included in the study, 4.2%, 5.5%, 18% and 9.7% were seropositive to L. infantum, T. gondii, A. phagocytophilum and B. caballi, respectively. Although less frequently, antibodies were also detected in aqueous humor of wild rabbits. The antibody detection in aqueous humor presented 100% specificity but decreased sensitivity compared to serum suggesting that aqueous humor could be successfully used in epidemiological studies to confirm exposure at the population level but has little diagnostic value at the individual level. This is the first report on the seropositivity of wild rabbits to A. phagocytophilum and B. caballi and the detection of antibodies against A. phagocytopylum, L. infantum, T. gondii and B. caballi in the aqueous humor.