Host species richness and parasite species richness are often positively correlated, but the strength of this relationship varies from study to study. What accounts for this variability? Here, we explore the role of spatial scale in mediating the commonly reported positive relationship between host and parasite diversity. Building from ecological theory, we lay out a series of hypotheses for how spatial grain size might influence both the strength and slope of this relationship. Most significantly, we consider how variability in spatial grain size may result in differences in sampling effort that affect estimates of host and parasite richness differently, and we explore the potential for spatial grain to have divergent effects on strength versus slope of the relationship between host and parasite richness. Finally, we examine what empirical data exist to test the outlined hypotheses and conduct a meta-regression of published studies. Our analyses—which detected no significant associations—highlight several factors that compromise our ability to robustly compare the host–parasite richness relationship across contexts, including mismatches between absolute spatial scale and spatial scale of ecological processes as well as variability across and within studies with respect to spatial grain size, taxonomic resolution, definitions of “hosts” and “parasites,” and sampling effort. This work suggests that questions regarding the spatial dependence of the host diversity–parasite diversity relationship may be most-effectively addressed within a single multi-host–multi-parasite system.