The incidence of zoonotic diseases is increasing worldwide, which makes identifying parasites likely to become zoonotic and hosts likely to harbour zoonotic parasites a critical concern. Prior work indicates that there is a higher risk of zoonotic spillover accruing from closely related hosts and from hosts that are infected with a high phylogenetic diversity of parasites. This suggests that host and parasite evolutionary history may be important drivers of spillover, but identifying whether host-parasite associations are more strongly structured by the host, parasite or both requires co-phylogenetic analyses that combine host-parasite association data with host and parasite phylogenies. Here, we use host-parasite datasets containing associations between helminth taxa and free-range mammals in combination with phylogenetic models to explore whether host, parasite, or both host and parasite evolutionary history influences host-parasite associations. We find that host phylogenetic history is most important for driving patterns of helminth-mammal association, indicating that zoonoses are most likely to come from a host's close relatives. More broadly, our results suggest that co-phylogenetic analyses across broad taxonomic scales can provide a novel perspective for surveying potential emerging infectious diseases. This article is part of the theme issue 'Infectious disease macroecology: parasite diversity and dynamics across the globe'.