The sand fly gut microbiota has recently emerged as an encouraging field to be explored for vector-based disease control. Previous studies reported that variation in the microbiota residing in the insect gut might be mainly explained by the effects of host habitat, diet, developmental stage, and phylogeny, all contributing to the structure of insect gut microbiota. However, a better understanding of vector–microbiota–pathogen interactions is vital, as it can lead to the discovery of new tools to block disease transmission. Diverse data suggest that the sand fly midgut microbiome is a critical factor for Leishmania growth and differentiation to its infective state prior to disease transmission. The review focuses on the background of microbiota and Leishmania—sand fly interactions, which have been studied for some vectors such as Lutzomyia, Pintomyia, and Phlebotomus, among others. On the other hand, we also consider information about how endosymbionts (such as Wolbachia, Cardinium, Microsporidia, Arsenophonus, Spiroplasma, Rickettsia) could influence the establishment of parasites and other pathogens such as arboviruses in sand flies. The lack of systematic studies regarding the detection, diversity, endosymbiont phylogeny, and evaluation of their impact on pathogens in phlebotomine sand flies needs further exploration. The information currently generated has allowed the development of in vitro and in vivo studies of co-infections with different species of parasites, bacteria, and sand flies, as well as the impact of antibiotic treatment, which enhances the development of paratransgenesis studies for the control of the disease transmission. Finally, the microbiota also plays a role in environmental effects caused by variables of climate change (e.g., thermotolerance) and other variables such as insecticide resistance that influence the distribution and survival of sand flies and can have a significant effect on the development of parasite promastigotes of Leishmania, thus favoring their transmission in new territories. Deepening and increasing knowledge about the sand flies–Leishmania–microbiome and human host interactions, as well as the influence of climate change and the dynamics of blood intake, could help us to have a better understanding and to impact key objectives of the interaction, allowing the development of sustainable and cost-effective strategies to interrupt the transmission of leishmaniasis.