In the tropics, helminths are among the most common chronic infections of humans and Plasmodium infections the most deadly. As these two groups of parasites have similar geographical distributions, co-infection is commonplace. It has increasingly been speculated that helminth infections may alter susceptibility to clinical malaria, and there is now increasing interest in investigating the consequences of co-infection, with studies yielding contrasting results. The immunological interactions between helminths and malarial parasites are unclear, although several hypotheses have been proposed. This review provides an epidemiological overview of the possible interactions between helminths and malarial parasites, in relation to geographical distributions and disease patterns, and provides a critical discussion of the results of the epidemiological studies that have so far been conducted to investigate the possible associations. Future studies that might be considered, in order to address the gaps in knowledge, are also considered.