Pneumocystis is a genus of parasitic fungi infecting lung tissues in a wide range of mammal species, displaying a strong host specificity and patterns of co-speciation with their hosts. However, a recent study on Asiatic murids challenged these patterns reporting several Pneumocystis lineages/species shared by different host species or even genera in the Rattini and Murini tribes. Here we screened lung samples of 27 species of African rodents from five families for the presence of Pneumocystis DNA. Using reconstructed multi-locus phylogenies of both hosts and parasites, we tested the hypothesis of their co-evolution. We found that Pneumocystis is widespread in African rodents, detected in all but seven screened host species, with species-level prevalence ranging from 5.9 to 100%. Several host species carry pairs of highly divergent Pneumocystis lineages/species. The retrieved co-phylogenetic signal was highly significant (p = .0017). We found multiple co-speciations, sorting events and two host-shift events, which occurred between Murinae and Deomyinae hosts. Comparison of genetic distances suggests higher substitution rates for Pneumocystis relative to the rodent hosts on neutral loci and slower rates on selected ones. We discuss life-history traits and population dynamics factors which could explain the observed results. Copyright © 2019 Elsevier B.V. All rights reserved.