Free-range livestock grazing is a widespread human activity that not only modifies natural vegetation but also leads to interactions with wild ungulates. Most commonly, the interactions between cattle and wild ungulates have been studied with a focus on competition for high-quality forage. However, other mechanisms, such as the risk of parasite infection, might better describe this interaction. We aim to determine whether livestock affect roe deer (Capreolus capreolus Linnaeus, 1758) by reducing habitat quality and increasing the probability of infection by shared parasites. We measured noninvasive fecal cortisol metabolites as an indicator of habitat quality as well as the lung nematode larvae burden from the Dictyocaulus genus. A higher Dictyocaulus larvae load was found in the presence of livestock in pines, and feces collected in winter had a higher parasite load than feces collected in autumn. Additionally, fecal cortisol metabolite levels in the roe deer were affected by the interaction between habitat quality and livestock presence and were higher in the poorest habitat and when living in sympatry with cattle. Our results suggest that physiological stress responses in roe deer were mediated by the habitat type and the presence of competitors. The long-term implications of altered physiological responses such as those demonstrated here should be considered in management strategies for deer.