Artificial infection of mosquitoes with the endosymbiont bacteria Wolbachia can interfere with malaria parasite development. Therefore, the release of Wolbachia-infected mosquitoes has been proposed as a malaria control strategy. However, Wolbachia effects on vector competence are only partly understood, as indicated by inconsistent effects on malaria infection reported under laboratory conditions. Studies of naturally-occurring Wolbachia infections in wild vector populations could be useful to identify the ecological and evolutionary conditions under which these endosymbionts can block malaria transmission. Here we demonstrate the occurrence of natural Wolbachia infections in three species of black fly (genus Simulium), which is a main vector of the avian malaria parasite Leucocytozoon. Prevalence of Leucocytozoon was high (25%), but the nature and magnitude of its association with Wolbachia differed between black fly species. Wolbachia infection was positively associated with avian malaria infection in S. cryophilum, negatively associated in S. aureum, and unrelated in S. vernum. These differences suggest that Wolbachia interacts with the parasite in a vector host species-specific manner. This provides a useful model system for further study of how Wolbachia influences vector competence. Such knowledge, including the possibility of undesirable positive association, is required to guide endosymbiont based control methods.