Parasites can have detrimental effects on host fitness, and infection typically results in the stimulation of the immune system. While defending against infection, the immune system generates toxic oxidants; if these are not sufficiently counteracted by the antioxidant system, a state of oxidative stress can occur. Here, we investigated the relationship between parasitic infection-using malarial infection as a model-and oxidative status in a natural population of the Seychelles warbler, while taking into account potentially interacting environmental covariates. We found that malaria is associated with increased susceptibility to oxidative stress, but this depends on the breeding stage: only during the energetically demanding provisioning stage did infected birds have higher oxidative stress susceptibility than non-infected birds. The imbalance in oxidative status was caused by a marked increase in oxidant levels observed only in infected birds during provisioning and by an overall reduction in antioxidant capacity observed in all birds across the breeding cycle. This finding implies that higher workload while dealing with an infection could aggravate oxidative repercussions. Malarial infection was not associated with body condition loss, suggesting that even when conditional effects are not directly visible, detrimental effects may still manifest themselves over the longer term through the oxidative consequences.