Endosymbiotic bacteria in the genus Wolbachia have been linked to several types of reproductive parasitism, which enhance their own transmission, while their direct effects on the host vary from beneficial to neutral or detrimental. Here, we report negative effects of infection on immunity-related traits of Drosophila simulans and the parasitoid wasp Leptopilina heterotoma. Infected D. simulans showed a reduced ability to encapsulate parasitoid eggs, compared to a tetracycline-treated, bacterium-free line. Challenging the two lines with a fungal pathogen, Beauveria bassiana, on the other hand, revealed no differences in survival. Moreover, elimination of Wolbachia was beneficial for the parasitoid wasp, as eggs laid by uninfected females suffered significantly lower encapsulation rates. We discuss possible origins of these fitness costs and their implications for infection dynamics and the interactions between host species.