A large number of mammal species are in steep decline due to habitat loss, degradation and poaching. Yet, we know very little about their natural history, which affects our understanding of species ecology and conservation management. Here, we demonstrate that faecal samples are very useful for a rapid augmentation of our knowledge of natural history because as they contain DNA from the host, its diet, parasites, and microbes. Using a combination of direct shotgun sequencing (metagenomics) and PCR based amplicon sequencing (metabarcoding) we can study many endangered mammal species of Southeast Asia simultaneously. Our study of the critically endangered Sunda Pangolin (Manis javanica) in Singapore identifies a diet of >24 species of ants and termites based on faecal samples and gut contents. Furthermore, we show that the gut microbiome of pangolins in the wild differs from the microbiome of captive pangolins, with wild pangolins having an increased representation of Proteobacteria. We discuss the implications of our results for captive management of the species. We also describe the diet, gut parasites and host genetics of other Southeast Asian mammals including the Raffles' banded langur (Presbytis femoralis), Tonkin snub-nosed monkey (Rhinopithecus avunculus), black-shanked douc langur (Pygathrix nigripes), Indochinese silvered langur (Trachypithecus germaini), leopard cat (Prionailurus bengalensis), common tree shrew (Tupaia glis) and Singapore rat (Rattus annandalei). All studies rely on recently developed techniques for the evaluation of Next Generation Sequencing data, and many datasets will continue to provide new insights as more plant and animal species are barcoded.