Prevalence of parasites in wild animals may follow ecogeographic patterns, under the influence of climatic factors and macroecological features. One of the largest scale biological patterns on Earth is the latitudinal diversity gradient; however, latitudinal gradients may also exist regarding the frequency of interspecific interactions such as the prevalence of parasitism in host populations. Dragonflies and damselflies (order Odonata) are hosts of a wide range of ecto- and endoparasites, interactions that can be affected by environmental factors that shape their occurrence and distribution, such as climatic variation, ultraviolet radiation and vegetation structure. Here, we retrieved data from the literature on parasites of Odonata, represented by 90 populations infected by ectoparasites (water mites) and 117 populations infected by endoparasites (intestinal gregarines). To test whether there is a latitudinal and bioclimatic gradient in the prevalence of water mites and gregarines parasitizing Odonata, we applied Bayesian phylogenetic comparative models. We found that prevalence of ectoparasites was partially associated with latitude, showing the opposite pattern from our expectations – prevalence was reduced at lower latitudes. Prevalence of endoparasites was not affected by latitude. While prevalence of water mites was also positively associated with vegetation biomass and climatic stability, we found no evidence of the effect of bioclimatic variables on the prevalence of gregarines. Our study suggests that infection by ectoparasites of dragonflies and damselflies is driven by latitudinal and bioclimatic variables. We add evidence of the role of global-scale biological patterns in shaping biodiversity, suggesting that parasitic organisms may prove reliable sources of information about climate change and its impact on ecological interactions.