The Iberian Peninsula is one of the most humanized areas in Europe, yet humans may cohabit with large predators, such as the Iberian wolf (Canis lupus signatus), at the expense of many contributions to its conservation. The limited wolves’ territory leads to a close relationship between this wild species, humans, and other animals, which may promote the spillover of pathogens, such as gastrointestinal parasites. This review intends to provide an update concerning gastrointestinal parasite findings performed using coprological methods on fecal samples from Iberian wolves. Studies conducted in Portugal and Spain through coprology presented a prevalence of gastrointestinal parasites of 57.0–100% in Spain and 21.5–68.3% in Portugal. Parasites belonging to Protozoa, Trematoda, Cestoda, and Nematoda were specified, alongside thirteen genera and twenty species of gastrointestinal parasites. In this study, 76.9% (10/13) of genera and 65.0% (13/20) of species of gastrointestinal parasites were identified as having zoonotic potential. These results highlight that further studies are needed to better understand the parasitic agents circulating in the wild in humanized areas, such as the Iberian Peninsula.