Cockroaches are parasitized by thelastomatid nematodes, which live in an obligate manner in their hindgut and interact with the resident microbial community. In the present study, a composition analysis was performed on the gut microbiome of Periplaneta fuliginosa and P. americana to investigate natural and artificial infection by thelastomatid nematodes. Nine libraries of the 16S rRNA gene V3–V4 region were prepared for pyrosequencing. We examined the complete gut microbiome (fore-, mid-, and hindgut) of lab-reared P. fuliginosa naturally infected with the parasitic nematode Leidynema appendiculatum and those that were nematode-free, and complemented our study by characterizing the hindgut microbial communities of lab-reared P. americana naturally infected with Hammerschmidtiella diesingi and Thelastoma bulhoesi, artificially infected with L. appendiculatum, and those that were nematode-free. Our results revealed that the fore- and midgut of naturally infected and nematode-free P. fuliginosa have close microbial communities, which is in contrast with hindgut communities; the hindgut communities of both cockroaches exhibit higher microbial diversities in the presence of their natural parasites and marked differences were observed in the abundance of the most representative taxa, namely Firmicutes, Proteobacteria, and Bacteroidetes. Our results have provided basic information and encourage further studies on multitrophic interactions in the cockroach gut as well as the thelastomatid nematodes that play a role in this environment.