The rate of behavioural innovation, such as opportunistic feeding innovation, may facilitate adaptation to novel environments. Because parasites may affect how their hosts adopt novel means of resource acquisition, or because opportunistic behaviours may involve the risk of being exposed to a large parasite fauna, we hypothesize an evolutionary link between the rate of feeding innovations and parasitism. We investigated the phylogenetic relationship between relative frequency of feeding innovations (adjusted for research effort and population size) and relative size of immune defense organs (as a relative measure of parasite-mediated selection) and the prevalence of blood parasites in birds. Using generalized least squares models, we found that species with relatively large bursa of Fabricius, thymus, and spleen had higher rates of feeding innovations than species with small immune defense organs. Similarly, there was a positive interspecific association between feeding innovation and haematozoa prevalence. These relationships were not confounded by migration, relative brain size, geographical distribution, and male plumage brightness. Analyses of causality relying on evolutionary modelling of discrete variables and path analysis suggest that increasing rate of feeding innovation may place species under intense selection due to parasitism. Therefore, behavioural adaptation by feeding innovation seems to have consequences for the coevolutionary arm race between parasites and hosts. © 2007 The Linnean Society of London, Biological Journal of the Linnean Society, 2007, 90, 441–455.