Peste des petits ruminants virus (PPRV) causes one of the most contagious and highly infectious respiratory diseases in sheep and goats known as peste des petits ruminants (PPR). Reports of outbreaks of PPR in captive and wild small ruminants have extended the known spectrum of susceptible species to include antelopes. Phylogenetic analysis of nucleoprotein and fusion genes indicates that all PPRVs isolated from wild ungulate outbreaks belong to lineage IV. While it is clear that a number of wildlife species are susceptible to infection, the role of wildlife in the epidemiology of PPR remains uncertain. The available information about the occurrence of disease in free-ranging wildlife is mainly derived from surveys based on serological evidence. Data on the genetic nature of circulating PPRV strains are scarce. Given the scope of PPR in wild ungulates that are widespread in many countries, current disease surveillance efforts are inadequate and warrant additional investment. This is crucial because domestic and wild ruminants mingle together at several points, allowing inter-species transmission of PPRV. There is no reason to believe that PPRV circulates in wild animals and acts as a potential source of virus for domestic species. Irrespective of the possibility of wild small ruminants as the reservoir of PPRV, concerns about the role of susceptible species of antelopes need to be addressed, due to the fact that the disease can pose a serious threat to the survival of endangered species of wild ruminants on the one hand and could act as a constraint to the global eradication of PPR on the other hand. In this review, knowledge gained through research or surveillance on the sustainability of PPRV in wild ruminants is discussed.