Objective To investigate the infestation of common vectors (namely, rodents, flies, mosquitoes, and cockroaches) in rural households in Shanxi province, China, so as to provide a basis for the assessment of environmental health hazards in rural areas. Methods In every August from 2015 to 2017, an investigation was conducted on the infestation of rodents, flies, mosquitoes, and cockroaches from 720 rural households in 20 villages in 5 towns in each of the 36 counties in Shanxi province, and statistical analyses were carried out on the resulted data. Univariate analysis of variance was used to analyze the time and space difference in the infestation of the vectors. Results There were no significant between-year differences in the infestation rates of rodents, flies, mosquitoes, and cockroaches from the rural households in Shanxi province from 2015 to 2017. During the three years, the average rodent infestation rate in the rural households across the province was 31.75%, with the highest infestation rate observed in Datong (61.00%), followed by Shuozhou (56.56%), and the lowest infestation rate was observed in Changzhi (14.89%); the rodent infestation rates in Datong and Shuozhou significantly differed from those in Lyuliang and the other seven cities (F=4.185, P=0.002). The average fly infestation rate in the rural households across the province was 78.31%, with the highest infestation rate observed in Datong (95.44%), followed by Shuozhou (91.78%), and the lowest infestation rate was observed in Changzhi (64.22%); the fly infestation rate in Datong significantly differed from that in Lyuliang and the other five cities (F=2.954, P<0.05). The average mosquito infestation rate in the rural households across the province was 12.86%, with the highest infestation rate observed in Jinzhong (23.44%), followed by Taiyuan (20.58%) and Shuozhou (20.44%), and the lowest rate was observed in Xinzhou (6.44%); there was a significant difference in mosquito infestation rate between the areas with a relatively high infestation rate (Jinzhong, Taiyuan, and Shuozhou) and the areas with a relatively low infestation rate (Xinzhou, Lyuliang, Changzhi, and Jincheng) (F=2.519, P=0.034). The average cockroach infestation rate in the rural households across the province was 2.19%, with the highest infestation rate observed in Taiyuan (6.83%), followed by Datong (2.67%) and Xinzhou (2.67%), and the lowest infestation rate was observed in Yuncheng (0.08%); there was a significant difference in cockroach infestation rate between Taiyuan and the other ten cities (F=2.068, P<0.05). Conclusion The infestation of rodents and flies in rural households in Shanxi province is relatively serious, the mosquito infestation is also unnegligible, while the cockroach infestation may be not so significant. It is necessary to refine the residential environment for inhabitants in the rural areas, enhance their awareness of disease prevention, improve their hygienic habits, and strengthen the vector control, prevention, and management, so as to keep vector-mediated diseases from spreading.