Wild and domestic animals can be usefully employed as sentinels for the surveillance of diseases with an impact on public health. In the case of tick-borne encephalitis virus (TBEV), the detection of antibodies in animals can be more effective than screening ticks for detecting TBEV foci, due to the patchy distribution of the virus. In the Piedmont region, northwestern Italy, TBEV is considered absent, but an increase in tick densities, of Ixodes ricinus in particular, has been observed, and TBEV is spreading in bordering countries, e.g., Switzerland. Therefore, we collected sera from wild ungulates during the hunting season (October–December) from 2017 to 2019 in the Susa Valley, Italian western Alps, and screened them for TBEV antibodies by a commercial competitive ELISA test. We collected 267 serum samples by endocranial venous sinuses puncture from red deer, roe deer and northern chamois carcasses. The animals were hunted in 13 different municipalities, at altitudes ranging between 750 and 2800 m a.s.l. The serological survey for TBEV yielded negative results. Borderline results for five serum samples were further confirmed as negative for TBEV by a plaque reduction neutralisation test. To date, our results indicate that TBEV is not circulating in western Piedmont. However, monitoring of TBEV should continue since TBEV and its vector are spreading in Europe. The wide-range distribution of wild ungulates and their role as feeding hosts, make them useful indicators of the health threats posed by Ixodid ticks.