The detection of parasite infections in past populations has classically relied on microscopic analysis of sediment samples and coprolites. In recent years, additional methods have been integrated into paleoparasitology such as enzyme-linked immunosorbent assay (ELISA) and ancient DNA (aDNA). The aim of this study was to evaluate a multimethod approach for paleoparasitology using microscopy, ELISA, and sedimentary ancient DNA (sedaDNA) with a parasite-specific targeted capture approach and high-throughput sequencing. Using 26 samples dating from c. 6400 BCE to 1500 CE that were previously analyzed with microscopy and ELISA, we aimed to more accurately detect and reconstruct parasite diversity in the Roman Empire and compare this diversity to earlier and later time periods to explore temporal changes in parasite diversity. Microscopy was found to be the most effective technique for identifying the eggs of helminths, with 8 taxa identified. ELISA was the most sensitive for detecting protozoa that cause diarrhea (notably Giardia duodenalis). Parasite DNA was recovered from 9 samples, with no parasite DNA recovered from any pre-Roman sites. Sedimentary DNA analysis identified whipworm at a site where only roundworm was visible on microscopy, and also revealed that the whipworm eggs at another site came from two different species (Trichuris trichiura and Trichuris muris). Our results show that a multimethod approach provides the most comprehensive reconstruction of parasite diversity in past populations. In the pre-Roman period, taxonomic diversity included a mixed spectrum of zoonotic parasites, together with whipworm, which is spread by ineffective sanitation. We see a marked change during the Roman and medieval periods with an increasing dominance of parasites transmitted by ineffective sanitation, especially roundworm, whipworm and protozoa that cause diarrheal illness.