The results of multi-year parasitological studies of the Przewalski's horse Equus ferus przewalskii from Askania Nova Biosphere Reserve, Ukraine (1972–2018) and from Orenburg State Nature Reserve, Russia (2015–2018) are presented. Multi-year coprological studies on the horses have revealed significant relations between the level of horse infection with intestinal parasites and the type of horse-keeping conditions (zoo exhibition paddocks or steppe enclosures). Two peaks (spring and autumn) of the horse infection with strongylid nematodes were documented. Forty-five species of helminths (two species of cestodes and 43 of nematodes) as well as two species of gastric botflies of the genus Gastrophilus were found in the Przewalski's horses in Askania Nova Biosphere Reserve. The structure of the parasite community was multimodal, with dominant, subdominant, background and rare species. A comparison of the Przewalski's horse parasite communities from Askania Nova Biosphere Reserve and Orenburg State Nature Reserve revealed low species diversity (20 species) and a bimodal structure of the parasite community in horses in Orenburg State Nature Reserve. We suppose that regular examinations of the Przewalski's horse infection with parasites are necessary to monitor the parasitological situation in both Protected Areas to prevent an increase in horse infection with these parasites to clinically significant levels.