Individuals are typically coinfected with multiple parasite species. Laboratory studies have shown that coinfecting parasites can interact strongly within individual hosts with potentially serious consequences for disease progression and successful treatment. Understanding the occurrence of these interactions in natural systems and their effect on host health and parasite epidemiology in the wild are only beginning. Rodents are the ideal ‘wild’ model taxon to study these effects due to their ubiquity, high abundance, ease of capture, diagnostic assessment, and experimentation in their natural setting. Also, their close phylogenetic relatedness to the standard laboratory mouse (Mus musculus) model means that studies of wild rodents have great potential to advance our understanding of the dynamics and mechanisms of coinfection interactions. We review coinfection studies in wild rodents and compare the findings with predictions of general coinfection theory. We show that the relationship between coinfection interactions at the within-host scale and their pattern of association at the host population scale can be complex, as predicted by the general theory. Patterns of parasite association at the host population level can be poor predictors of the occurrence or direction of the underlying within-host interaction.