Rodents and shrews live in close proximity to humans and have been recognized as critical reservoirs of zoonotic pathogens. The COVID-19 pandemic has sparked investigations of the coronaviruses (CoV) circulating in wildlife. Hence, the study sought to detect and characterize the known and unknown CoV circulating in rodents and shrews and their associated risk factors in Bangladesh in the pre-pandemic period of COVID-19. We collected oral and rectal samples from 1205 rodents and shrews biannually (wet and dry seasons) from 3 sites in Bangladesh from 2016 to 2018. We tested the swab samples to consensus PCR targeting the RdRp gene and subsequent sequencing to confirm CoV positivity. Our research revealed that 2.37% of rodents and 3.8% of shrews tested positive for CoV. Notably, the prevalence of fecal/rectal samples was significantly higher than oral samples. Three strains of CoV were identified, including one strain of Alphacoronavirus and two strains of Betacoronavirus. We identified Wencheng Sm shrew coronavirus in 6 shrews and Longquan Aa mouse coronavirus in 2 rodents and 1 shrew. Murine coronavirus was detected in 20 rodents of seven different species. R. rattus had the highest (4%) CoV prevalence among all species. We did not detect any SARS-CoV-2-related virus in our studied samples The mixed effect logistic regression model revealed urban landscape, dry season, host species, and age status were significantly associated with CoV circulation in rodents and shrews in Bangladesh. These findings represent the first description of CoV genetic diversity in rodents and shrews in Bangladesh. They build an empirical basis for understanding the types of viruses that are prevalent among small mammals and suggest that rodents and shrews may harbor additional unrecognized CoV in Bangladesh. We recommend One Health surveillance at human-animal interfaces to detect and prevent potential future epidemics and pandemics like disease X.