A hallmark assumption of traditional approaches to disease modelling is that individuals within a given population mix uniformly and at random. However, this assumption does not always hold true; contact heterogeneity or preferential associations can have a substantial impact on the duration, size, and dynamics of epidemics. Contact heterogeneity has been readily adopted in epidemiological studies of humans, but has been less studied in wildlife. While contact network studies are becoming more common for wildlife, their methodologies, fundamental assumptions, host species, and parasites vary widely. The goal of this article is to review how contact networks have been used to study macro- and microparasite transmission in wildlife. The review will: (i) explain why contact heterogeneity is relevant for wildlife populations; (ii) explore theoretical and applied questions that contact networks have been used to answer; (iii) give an overview of unresolved methodological issues; and (iv) suggest improvements and future directions for contact network studies in wildlife.