Zoonotic pathogens comprise a significant and increasing fraction of all emerging and re-emerging infectious diseases that plague humans. Identifying host species is one of the keys to controlling emerging infectious diseases. From March 2007 until April 2012, we collected a total of 131 wild rodents in eight municipalities of Rio de Janeiro, Brazil. We investigated these rodents for infection with Coxiella burnetii, Bartonella spp. and Rickettsia spp. In total, 22.1% (29/131) of the rodents were infected by at least one pathogen; co-infection was detected in 1.5% (2/131) of rodents. Coxiella burnetii was detected in 4.6% (6/131) of the wild animals, 17.6% of the rodents harbored Bartonella spp. No cases of Rickettsia were identified. Bartonella doshiae and Bartonella vinsonii were the species found on the wild mammals. This report is the first to note C. burnetii, B. doshiae and B. vinsonii natural infections in Atlantic Forest wild rodents in Brazil. Our work highlights the potential risk of transmission to humans, since most of the infected specimens belong to generalist species that live near human dwellings.