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ABSTRACT Parasites have a rich and long natural history among biological entities, and it has been suggested that parasites are one of the most significant factors in the evolution of their hosts. However, it has been emphasized less frequently how co‐evolution has undoubtedly also shaped the paths of parasites. It may seem safe to assume that specific differences among the array of potential hosts for particular parasites have restricted and diversified their evolutionary pathways and strategies for survival. Nevertheless, if one looks closely enough at host and parasite, one finds commonalities, both in terms of host defences and parasite strategies to out‐manoeuvre them. While such analyses have been the source of numerous reviews, they are generally limited to interactions between, at most, one kingdom of parasite with two kingdoms of host (e.g. similarities in animal and plant host responses against fungi). With the aim of extending this view, we herein critically evaluate the similarities and differences across all four eukaryotic host kingdoms (plants, animals, fungi, and protists) and their parasites. In doing so, we show that hosts tend to share common strategies for defence, including both physical and behavioural barriers, and highly evolved immune responses, in particular innate immunity. Parasites have, similarly, evolved convergent strategies to counter these defences, including mechanisms of active penetration, and evading the host's innate and/or adaptive immune responses. Moreover, just as hosts have evolved behaviours to avoid parasites, many parasites have adaptations to manipulate host phenotype, physiologically, reproductively, and in terms of behaviour. Many of these strategies overlap in the host and parasite, even across wide phylogenetic expanses. That said, specific differences in host physiology and immune responses often necessitate different adaptations for parasites exploiting fundamentally different hosts. Taken together, this review facilitates hypothesis‐driven investigations of parasite–host interactions that transcend the traditional kingdom‐based research fields.