Sexual size dimorphism (SSD) in mammals reveals the extent of sexual selection, which may in turn explain why males are often more infected by parasites than females and that parasites may contribute to the association between SSD and male-biased mortality. Here, we investigated the relationship between SSD in small mammals of Central Europe and the differences in sex infection by fleas. A comparative analysis was conducted for 10 species of rodents and insectivores. We found that males harbour higher flea species richness than females and that the abundance of fleas is higher in males than in females. This difference is not related to male-biased density. However, contrary to our hypothesis, we found that an increase in SSD is not related to an increase in male infection by fleas compared with female infection. We discuss our results in term of sex-differences in immunocompetence and/or sex-differences in behaviour.