Wet markets sell fresh food and are a global phenomenon. They are important for food security in many regions worldwide but have come under scrutiny due to their potential role in the emergence of infectious diseases. The sale of live wildlife has been highlighted as a particular risk, and the World Health Organisation has called for the banning of live, wild-caught mammalian species in markets unless risk assessment and effective regulations are in place. Following PRISMA guidelines, we conducted a global scoping review of peer-reviewed information about the sale of live, terrestrial wildlife in markets that are likely to sell fresh food, and collated data about the characteristics of such markets, activities involving live wildlife, the species sold, their purpose, and animal, human, and environmental health risks that were identified. Of the 56 peer-reviewed records within scope, only 25% (n = 14) focussed on disease risks; the rest focused on the impact of wildlife sale on conservation. Although there were some global patterns (for example, the types of markets and purpose of sale of wildlife), there was wide diversity and huge epistemic uncertainty in all aspects associated with live, terrestrial wildlife sale in markets such that the feasibility of accurate assessment of the risk of emerging infectious disease associated with live wildlife trade in markets is currently limited. Given the value of both wet markets and wildlife trade and the need to support food affordability and accessibility, conservation, public health, and the social and economic aspects of livelihoods of often vulnerable people, there are major information gaps that need to be addressed to develop evidence-based policy in this environment. This review identifies these gaps and provides a foundation from which information for risk assessments can be collected.