The role of predators and parasitoids in the regulation of insect populations is widely reported in the context of both pest and non-pest insects. However, this is not the case for pathogens (entomopathogens). Indeed, most studies on insect life history refer only to predators and parasitoids when considering natural enemy guilds, even though naturally occurring entomopathogens are undoubtedly more diverse and widespread. This is certainly the case with the Coccinellidae; the natural enemies of coccinellids have been the subject of a number of review articles but pathogens receive only brief mention. In this review we attempt to address the balance and consider the interactions of natural populations of Coccinellidae with entomopathogenic fungi. Most research on entomopathogens and Coccinellidae focuses on the non-target impact of biorational insecticides against coccinellids and the impact of fungal infections upon aggregations of overwintering coccinellids; with the former overwhelmingly dominating the literature. Given the prominence of coccinellids in classical and conservation biological control, it is surprising that studies have not measured the natural impact of pathogenic fungi upon introduced species or natural populations of Coccinellidae, as has been done with numerous insect pest species. Here we review the literature on the intriguing interactions between coccinellids and fungal pathogens. We examine the literature on direct infection (sub-lethal and lethal) of coccinellids by pathogenic (Beauveria bassiana, Metarhizium anisopliae, Paecilomyces fumosoroseus) or parasitic (Hesperomyces virescens). We also consider the role of intra-guild predation (on the aphid-specific fungus Pandora neoaphidis and Beauveria bassiana) and finally indirect interactions such as coccinellids dispersing P. neoaphidis. We suggest that fungal pathogens are all too often forgotten natural enemies and future research should address the profound absence of knowledge in this field.