The question why different host individuals within a population differ with respect to infection resistance is of fundamental importance for understanding the mechanisms of parasite-mediated selection. We addressed this question by infecting wild-caught captive male greenfinches with intestinal coccidian parasites originating either from single or multiple hosts. Birds with naturally low pre-experimental infection retained their low infection status also after reinfection with multiple strains, indicating that natural infection intensities confer information about the phenotypic ability of individuals to resist novel strains. Exposure to novel strains did not result in protective immunity against the subsequent infection with the same strains. Infection with multiple strains resulted in greater virulence than single-strain infection, indicating that parasites originating from different host individuals are genetically diverse. Our experiment thus demonstrates the validity of important but rarely tested assumptions of many models of parasite-mediated selection in a wild bird species and its common parasite.