Insectivores (Eulypotiphla) are a substantial component of Russian forest ecosystems. The parasites of these animals also form an important part of natural biocenoses and act as one of the factors in the formation of biodiversity. The Mordovia Nature Reserve and National Park “Smolny” are large, forested areas located in the center of European Russia. We studied the helminth fauna of insectivores in these protected areas in 2018–2022. In total, using the method of complete helminthological necropsy, we examined 478 individuals of shrews, moles, and hedgehogs and recorded 34 species of parasitic worms, i.e., 8 trematode, 7 cestode, 1 acanthocephalan, and 18 nematode species. The most diverse helminth fauna was found in Sorex araneus (22 species). The composition of helminths in S. isodon (12), Neomys fodiens (9), Sorex minutus, and Erinaceus roumanicus (8 species each) turned out to be less diverse. The lowest species diversity of helminths was observed in Neomys milleri (3) and Talpae europaea (2 species). Taking into account the newly obtained data, we conducted a review of the helminth diversity in shrews, hedgehogs, and moles in the Middle Volga region. According to our literature data, the helminth fauna of insectivores in this region consists of 52 species, including 14 cestodes, 13 trematodes, 22 nematodes, and 3 acanthocephalans. Most of them belong to the Palearctic faunal complex (36 species). The helminth fauna of insectivores in the studied protected areas was compared with the helminth fauna of micromammals in other areas of the Middle Volga region. Our comparative analysis showed a high and average degree of similarity in the helminth fauna within individual species and genera of Eulipotyphla.