Malaria and lymphatic filariasis are two of the most common mosquito-borne parasitic diseases worldwide which can occur as concomitant human infections while also sharing common mosquito vectors. This review presents the most recent available information on the co-transmission of human Plasmodium species and Wuchereria bancrofti by Anopheles mosquitoes. Important biological and epidemiological aspects are also described including the lifecycle of each parasite species and their specificities, the geographical biodiversity of each pathogen and their vectors where the parasites are co-endemic, and biological, environmental and climatic determinants influencing transmission. The co-transmission of each disease is illustrated from both a global perspective and a country level using Thailand as a study case. Different diagnostic methods are provided for the detection of the parasites in biological samples ranging from traditional to more recent molecular methods, including methodologies employing concomitant detection assays of W. bancrofti and Plasmodium spp. parasites. The relevant issues of combined malaria and Bancroftian filariasis control strategies are reviewed and discussed.