Wild ungulates have expanded their geographical range across Europe and Portugal is no exception. Despite the known benefits associated with the increase of these populations (e.g. increased prey for wild carnivores), the negative impacts also need to be taken into account (e.g. damages in agriculture and forestry, ungulate–vehicle collisions). Additionally, their role as reservoirs of zoonotic agents has gained scientific relevance due to the potential human health risks, impact on livestock and food safety. In northeast Portugal, Montesinho Natural Park, three species of ungulates occur in sympatry, the wild boar Sus scrofa, the red deer Cervus elaphus and the roe deer Capreolus capreolus. Considering their close association with humans and livestock, it is essential to understand their role as reservoirs of infectious diseases, namely as vectors for parasitic infections. In order to achieve this, 112 fresh faecal samples were collected to assess, by means of coprological analyses, their parasite diversity, prevalence and mean intensity. In total, 88 (78.60%, ±69.81–85.76) samples were infected with at least one parasite species. Parasite prevalence was different among the three species, with the red deer showing higher prevalence values (83.6%), then the wild boar (80.2%) and the roe deer (46.7%). The results have revealed that these species carry parasites that not only represent a health problem for domestic ruminants and domestic pigs (e.g. Muellerius sp., Trichostrongylidae, Strongylidae, Metastrongylus sp., Moniezia benedeni, Eimeria spp. and Cystoisospora sp.) but they can also pose a potential public health risk (e.g. Balantidium coli). The implementation of surveillance programs must include regular monitoring protocols of wild ungulates.