The possibility of Toxoplasma gondii transmitted from game meat to humans is of public health concern. Here we determined seroprevalence and risk factors associated with T. gondii in large game ungulates that cohabit in Sierras de Cazorla, Segura and Las Villas Natural Park (SCSV-NP) (Southern Spain), a natural park with high human–animal interaction. Antibodies against T. gondii in 328 wild ungulates were assayed by the modified agglutination test (MAT ≥ 1:25). Antibodies were found in 39 (11.9%, 95% CI: 8.4–15.4) wild ungulates, with seroprevalence levels of 20.8% in wild boars (Sus scrofa) (5/24), 19.0% in fallow deer (Dama dama) (12/63), 13.9% in Iberian ibex (Capra pyrenaica hispanica) (14/101), 7.9% in red deer (Cervus elaphus) (6/76), and 3.1% in mouflons (Ovis aries musimon) (2/64). Significantly higher seroprevalence was observed in fallow deer and wild boars compared to mouflons. Animals living close to urban areas (<2 km) had 4.6-times higher risk compared to those living at >5 km of urban areas. The results indicate high circulation of T. gondii in wild ungulates in SCSV-NP, which is of animal and public health concern. The increased seroprevalence of T. gondii detected in wildlife ungulates living close to urban areas may increase human infection in those areas if meat from infected animals is consumed raw or undercooked.