Parasites and infectious diseases are major determinants of population dynamics and adaptive processes, imposing fitness costs to their hosts and promoting genetic variation in natural populations. In the present study, we evaluate the role of individual genetic diversity on risk of parasitism by feather lice Degeeriella rufa in a wild lesser kestrel population (Falco naumanni). Genetic diversity at 11 microsatellite loci was associated with risk of parasitism by feather lice, with more heterozygous individuals being less likely to be parasitized, and this effect was statistically independent of other nongenetic parameters (colony size, sex, location, and year) which were also associated with lice prevalence. This relationship was nonlinear, with low and consistent prevalences among individuals showing high levels of genetic diversity that increased markedly at low levels of individual heterozygosity. This result appeared to reflect a genome-wide effect, with no single locus contributing disproportionably to the observed effect. Thus, overall genetic variation, rather than linkage of markers to genes experiencing single-locus heterosis, seems to be the underlying mechanism determining the association between risk of parasitism and individual genetic diversity in the study host–parasite system. However, feather lice burden was not affected by individual heterozygosity; what suggest that differences in susceptibility, rather than variation in defences once the parasite has been established, may shape the observed pattern. Overall, our results highlight the role of individual genetic diversity on risk of parasitism in wild populations, what has both important evolutionary implications and major consequences for conservation research on the light of emerging infectious diseases that may endanger genetically depauperated populations.