Among the vast array of niche exploitation strategies exhibited by millions of different species on Earth, parasitic lifestyles are characterized by extremely successful evolutionary outcomes. Some parasites even seem to have the ability to 'control' their host's behavior to fulfill their own vital needs. Research efforts in the past decades have focused on surveying the phylogenetic diversity and ecological nature of these host-parasite interactions, and trying to understand their evolutionary significance. However, to understand the proximal and ultimate causes of these behavioral alterations triggered by parasitic infections, the underlying molecular mechanisms governing them must be uncovered. Studies using ecological genomics approaches have identified key candidate molecules involved in host-parasite molecular cross-talk, but also molecules not expected to alter behavior. These studies have shown the importance of following up with functional analyses, using a comparative approach and including a time-series analysis. High-throughput methods surveying different levels of biological information, such as the transcriptome and the epigenome, suggest that specific biologically-relevant processes are affected by infection, that sex-specific effects at the level of behavior are recapitulated at the level of transcription, and that epigenetic control represents a key factor in managing life cycle stages of the parasite through temporal regulation of gene expression. Post-translational processes, such as protein-protein interactions (interactome) and post translational modifications (e.g. protein phosphorylation, phosphorylome), and processes modifying gene expression and translation, such as interactions with microRNAs (microRNAome), are examples of promising avenues to explore to obtain crucial insights into the proximal and ultimate causes of these fascinating and complex inter-specific interactions.