Monitoring infectious diseases is one of the most important pillars of preventive medicine in zoological collections. Screening for parasitic and bacterial infections is obligatory for keeping animals and equipment safe from pathogens that may pose a risk to animal and human health. Zoological collections usually contain many different animal species, living in close proximity with people and wild animals. As an epidemiological probe, 188 animals (122 mammals, 65 birds, and one reptile) from a zoo in Slovenia were examined for selected pathogens. Antibodies to Toxoplasma gondii and Neospora caninum were detected by ELISA in 37% and 3% of mammals, and in 0% and 3% of birds, respectively; the reptile was negative. A statistically significant difference in T. gondii prevalence was found in Carnivora (78%) compared to Cetartiodactyla (33%, p = 0.0227) and Primates (25%, p = 0.0084). Antibodies to Encephalitozoon cuniculi were detected by IFAT in 55% of mammals and 34% of birds, respectively; the reptile was negative. Herbivores had a higher chance of being infected with E. cuniculi compared to omnivores (p = 0.0015). Antibodies to Chlamydia abortus and Coxiella burnetii were not detected in any of the zoo animals. The sera of 39 wild rodents found in the zoo were also examined; they were negative for all three parasites. The parasite T. gondii was detected by PCR in the tissue of two mute swans (Cygnus olor), one laboratory mouse, two Mus musculus, one Apodemus flavicollis, and one Apodemus agrarius. Positive samples were genotyped by a single multiplex PCR assay using 15 microsatellite markers; one sample from a mute swan was characterized as type II. This micro-epidemiological study offers a better understanding of pathogens in zoo animals and an understanding the role of zoos in biosurveillance.