Climatic conditions, through their effects on resource availability, may affect important life history strategies and trade-offs in animals, as well as their interactions with other organisms such as parasites. This impact may depend on species-specific pathways of development that differ even among species with similar resource requirements (e.g., avian brood parasites and their hosts). Here we explore the degree of covariation between environmental-climatic conditions and nestling phenotypes (i.e., tarsus length, body mass, immune response to phytohemagglutinin injection) and ectoparasite loads of great spotted cuckoos (Clamator glandarius) and those of their magpie (Pica pica) hosts, both within and among 11 study years (1997-2011). Our main results were that (1) nestling phenotypes differed among years, but differently for great spotted cuckoos and magpies; (2) nestling phenotypes showed significant among-year covariation with breeding climatic conditions (temperature and precipitation); and (3) these associations differed for cuckoos and magpies for some phenotypic traits. As the average temperature at the beginning of the breeding season (April) increased, body mass and tarsus length increased only for cuckoos, but not for magpie hosts, while immune response decreased in both species. Finally, (4) the strength of the within-year relationships between the probability of ectoparasitism by Carnus hemapterus flies and laying date (used as an estimate of the within-year variation in climatic conditions) was negatively affected by the annual accumulated precipitation in April. These results strongly suggest that variation in climatic conditions would result in asymmetric effects on different species with respect to the probability of ectoparasitism, immunity and body size. Such asymmetric effects may affect animal interactions in general and those of brood parasites and their hosts in particular.