Wild vertebrates are involved in the transmission cycles of numerous pathogens. Additionally, they can affect the abundance of arthropod vectors. Urbanization, landscape and climate changes, and the adaptation of vectors and wildlife to human habitats represent complex and evolving scenarios, which affect the interface of vector, wildlife and human populations, frequently with a consequent increase in zoonotic risk. While considerable attention has focused on these interrelations with regard to certain major vector-borne pathogens such as Borrelia burgdorferi s.l. and tick-borne encephalitis virus, information regarding many other zoonotic pathogens is more dispersed. In this review, we discuss the possible role of wildlife in the maintenance and spread of some of these neglected zoonoses in Europe. We present case studies on the role of rodents in the cycles of Bartonella spp., of wild ungulates in the cycle of Babesia spp., and of various wildlife species in the life cycle of Leishmania infantum, Anaplasma phagocytophilum and Rickettsia spp. These examples highlight the usefulness of surveillance strategies focused on neglected zoonotic agents in wildlife as a source of valuable information for health professionals, nature managers and (local) decision-makers. These benefits could be further enhanced by increased collaboration between researchers and stakeholders across Europe and a more harmonised and coordinated approach for data collection.