Hepatitis E virus (HEV) is a significant public health concern and a leading cause of acute viral hepatitis worldwide. In recent years, HEV has been increasingly recognized as a wildlife-associated zoonotic pathogen, with numerous free-ranging species contributing to its maintenance and transmission. While domestic pigs remain the primary reservoir for human infection globally, growing evidence indicates that wild animals, particularly wild boars, cervids, lagomorphs, rodents, and carnivores, play a critical role in the ecology of HEV. Wild boars are the principal wildlife reservoir, with HEV seroprevalence in Europe ranging from less than 5% to more than 50%, including some of the highest levels reported in the Balkans. In addition to the frequent detection of HEV RNA in wild boar liver and muscle, viral RNA has also been identified in several other game species, most consistently in red deer, roe deer, and, in some regions, hares and wild rabbits, highlighting food safety risks associated with the consumption of raw or undercooked game meat. In regions such as the Balkans, where hunting activities and handling of wild game are widespread, these practices may further increase occupational and dietary exposure to HEV. Rodents may further complicate the epidemiological landscape through environmental contamination of water, soil, and farm surroundings, thereby facilitating indirect transmission pathways. As wildlife populations expand and human–animal interfaces intensify, understanding HEV dynamics in free-ranging species is essential for assessing zoonotic risks and implementing a strengthened One Health approach. This narrative review synthesizes and critically examines current evidence on HEV prevalence, molecular characteristics, and transmission pathways in wildlife, with particular emphasis on Europe and focused consideration of the Balkans as an epidemiologically heterogeneous and underrepresented subregion; examines associated public health implications; and highlights the importance of integrating wildlife into food safety and One Health surveillance frameworks. Existing knowledge gaps and limitations in wildlife surveillance are also discussed.