Borrelia burgdorferi sensu lato (Bbsl) is a bacterial species complex that includes the etiological agents of the most frequently reported vector-borne disease in the Northern hemisphere, Lyme borreliosis. It currently comprises > 20 named and proposed genospecies that use vertebrate hosts and tick vectors for transmission in the Americas and Eurasia. Host (and vector) associations influence geographic distribution and speciation in Bbsl, which is of particular relevance to human health. To target gaps in knowledge for future efforts to understand broad patterns of the Bbsl-tick-host system and how they relate to human health, the present review aims to give a comprehensive summary of the literature on host association in Bbsl. Of 465 papers consulted (404 after exclusion criteria were applied), 96 sought to experimentally establish reservoir competence of 143 vertebrate host species for Bbsl. We recognize xenodiagnosis as the strongest method used, however it is infrequent (20% of studies) probably due to difficulties in maintaining tick vectors and/or wild host species in the lab. Some well-established associations were not experimentally confirmed according to our definition (ex: Borrelia garinii, Ixodes uriae and sea birds). We conclude that our current knowledge on host association in Bbsl is mostly derived from a subset of host, vector and bacterial species involved, providing an incomplete knowledge of the physiology, ecology and evolutionary history of these interactions. More studies are needed on all host, vector and bacterial species globally involved with a focus on non-rodent hosts and Asian Bbsl complex species, especially with experimental research that uses xenodiagnosis and genomics to analyze existing host associations in different ecosystems.