This study aimed to investigate parasitic infection in captive sun bears (Helarctos malayanus) in Malaysia from December 2018 to May 2019. We collected 58 fecal samples from sun bears housed in the National Zoo, Taiping Zoo & Night Safari, Lok Kawi Wildlife Park, and Bornean Sun Bear Conservation Centre. We analyzed the samples using modified fecal flotation techniques. We found 4 species of helminths (Ancylostoma spp., Baylisascaris spp., Trichuris spp., and Strongyloides spp.) and 1 species of protozoa (Eimeria spp.) in captive sun bears. The general prevalence of infection was 55.2%, with 48.3% prevalence of helminth infections and 34.5% protozoic infections. Juvenile males (69.2%) and juvenile females (61.5%) had the highest prevalence of parasitic infection. For nematodes, Baylisascaris spp. and Ancylostoma spp. had ≥50% prevalence rate in captive bears. For protozoa, the prevalence rate was <50%. We also found a high intensity of infection for Ancylostoma spp. in captive sun bears with a mean of 258.24 ± 0.62 eggs per gram (EPG), and the lowest intensity was recorded for Strongyloides spp. with 34.37 ± 1.17 EPG. Generally, the parasites we found were common in other species of bears and other mammals. This study revealed presence of parasites that could affect the well-being of sun bears in captivity. Therefore, we suggest that fecal screening be done regularly at 3-month intervals, and that it is essential to reduce the degree of parasitic infection in captive animals.