Estimating the number of host species that a parasite can infect (i.e. host range) provides key insights into the evolution of host specialism and is a central concept in disease ecology. Host range is rarely estimated in real systems, however, because variation in species relative abundance and the detection of rare species makes it challenging to confidently estimate host range. We applied a non-parametric richness indicator to estimate host range in simulated and empirical data, allowing us to assess the influence of sampling heterogeneity and data completeness. After validating our method on simulated data, we estimated parasite host range for a sparsely sampled global parasite occurrence database (Global Mammal Parasite Database) and a repeatedly sampled set of parasites of small mammals from New Mexico (Sevilleta Long Term Ecological Research Program). Estimation accuracy varied strongly with parasite taxonomy, number of parasite occurrence records, and the shape of host species-abundance distribution (i.e. the dominance and rareness of species in the host community). Our findings suggest that between 20% and 40% of parasite host ranges are currently unknown, highlighting a major gap in our understanding of parasite specificity, host–parasite network structure, and parasite burdens.