(1) Background: Rabbit hepatic coccidiosis, caused by Eimeria stiedae, is a devastating disease with high morbidity and mortality rates. The disease is well described in rabbits, but little is known about E. stiedae infection in wild rabbits. In this study, we investigated the presence of E. stiedae infection in wild rabbits from the island of Lemnos, Greece, where this species is overpopulated, and the effects of infection on common hepatic biomarkers. (2) Methods: We used liver impression smears to detect the coccidian oocysts, and we defined the liver biochemical profile of the infected individuals. (3) Results: Overall, 13.3% of the liver imprints examined were positive for the presence of coccidial oocysts. The activities of liver enzymes, that is, alanine aminotransferase (ALT), aspartate aminotransferase (AST) and glutamyltransferase (GGT), as well as globulins (GLOB), were increased while the concentrations of albumins (ALB), total proteins (TP) and the albumin to globulin (A/G) ratio were decreased in the infected individuals compared to the non-infected ones. (4) Conclusions: This study adds to the current knowledge on the pathogens affecting wild rabbits and those circulating in this population on the island of Lemnos, Greece. Moreover, we showed that E. stiedae infection exerts pathological effects on the hepatocyte integrity and liver function of wild rabbits, as reflected by the abnormal values of liver injury and dysfunction biomarkers.