In this study, we investigated whether social parasitic species would be more threatened than their host species. Cuckoo bumblebees Bombus (Psithyrus) (Hymenoptera: Apidae: Bombini) live in naturally-fragmented environments composed of host bumblebee (Bombus) colonies upon which they are exclusively dependent. We collected literature data on ten social parasitic cuckoo bumblebee species and their host bumblebee species in Europe. We found that cuckoo bumblebee species are more vulnerable to extinction than their hosts. When we controlled for the host species threat index, extinction risk was unexpectedly lower in specialist than generalist species. Finally, we showed a co-extinction risk of host bumblebee species and their social parasitic species - if a host species was threatened, the cuckoo bumblebee species was also threatened, and vice versa. Thus, to lessen the risk of extinction of social parasitic cuckoo bumblebees, it is important to conserve their bumblebee host species.