The "sicker sex" idea summarizes our knowledge of sex biases in parasite burden and immune ability whereby males fare worse than females. The theoretical basis of this is that because males invest more on mating effort than females, the former pay the costs by having a weaker immune system and thus being more susceptible to parasites. Females, conversely, have a greater parental investment. Here we tested the following: a) whether both sexes differ in their ability to defend against parasites using a natural host-parasite system; b) the differences in resource allocation conflict between mating effort and parental investment traits between sexes; and, c) effect of parasitism on survival for both sexes. We used a number of insect damselfly species as study subjects. For (a), we quantified gregarine and mite parasites, and experimentally manipulated gregarine levels in both sexes during adult ontogeny. For (b), first, we manipulated food during adult ontogeny and recorded thoracic fat gain (a proxy of mating effort) and abdominal weight (a proxy of parental investment) in both sexes. Secondly for (b), we manipulated food and gregarine levels in both sexes when adults were about to become sexually mature, and recorded gregarine number. For (c), we infected male and female adults of different ages and measured their survival. Males consistently showed more parasites than females apparently due to an increased resource allocation to fat production in males. Conversely, females invested more on abdominal weight. These differences were independent of how much food/infecting parasites were provided. The cost of this was that males had more parasites and reduced survival than females. Our results provide a resource allocation mechanism for understanding sexual differences in parasite defense as well as survival consequences for each sex.