Immunity and reproductive effort are both physiologically costly and often a trade-off between these functions has been shown. In studies with damselflies, parasite load has been associated with fitness costs, such as reductions in mating success, male condition, and survival. Although each individual may be simultaneously infected by various parasite species, most studies have concentrated on the effects of a single parasite taxon. We examined natural ecto- and endoparasite infection levels in male Coenagrion armatum (Charpentier) (Odonata: Coenagrionidae) damselflies in relation to their mating status, fat reserves, and ability to further mount an immune response, measured as encapsulation of an experimentally introduced foreign object. Encapsulation response was lower for mated (paired) males than for single males and declined with increasing water mite abundance. Mated males had fewer water mites than single males. Male weight or fat reserves did not explain variation in encapsulation response. The number of gregarine gut parasites was not related to the level of encapsulation response and did not differ between mated and single males. However, there was a negative correlation between mite abundance and gregarine load. Our data suggest that current mite infection may compromise a male’s resistance against further infections by pathogens and parasites, and there may be a trade-off between reproductive effort and encapsulation response in male C. armatum.