(1) Introduction: Gastrointestinal parasites (GIPs) are one of the most common causes of disease in the world. Clinical diagnosis of most parasitic diseases is difficult because they do not produce characteristic symptoms. (2) Methods: The PubMed, Science Direct, and Wiley Online Library medical databases were reviewed using the following phrases: "parasitic infections and diagnostics", "intestinal parasites", "gastrointestinal parasites", "parasitic infections and diagnostics", and their combinations. (3) Results and Conclusions: Correct diagnosis of GIP involves determining the presence of a parasite and establishing a relationship between parasite invasion and disease symptoms. The diagnostic process should consider the possibility of the coexistence of infection with several parasites at the same time. In such a situation, diagnostics should be planned with consideration of their frequency in each population and the local epidemiological situation. The importance of the proper interpretation of laboratory test results, based on good knowledge of the biology of the parasite, should be emphasized. The presence of the parasite may not be causally related to the disease symptoms. Due to wide access to laboratories, patients often decide to perform tests themselves without clinical justification. Research is carried out using various methods which are often unreliable. This review briefly covers current laboratory methods for diagnosing the most common gastrointestinal parasitic diseases in Europe. In particular, we provide useful information on the following aspects: (i) what to look for and where to look for it (suitability of feces, blood, duodenal contents, material taken from endoscopy or biopsy, tissue samples, and locations for searching for eggs, cysts, parasites, parasite genetic material, and characteristics of immune responses indicating parasitic infections); (ii) when material should be collected for diagnosis and/or to check the effectiveness of treatment; (iii) how-that is, by what methods-laboratory diagnostics should be carried out. Here, the advantages and disadvantages of direct and indirect methods of detecting parasites will be discussed. False-positive or false-negative results are a problem facing many tests. Available tests have different sensitivities and specificities. Therefore, especially in doubtful situations, tests for the presence of the pathogen should be performed using various available methods. It is important that the methods used make it possible to distinguish an active infection from a past infection. Finally, we present laboratory "case reports", in which we will discuss the diagnostic procedure that allows for the successful identification of parasites. Additionally, we briefly present the possibilities of using artificial intelligence to improve the effectiveness of diagnosing parasitic diseases.