Infection with parasites and pathogens is costly for hosts, causing loss of nutritional resources, reproductive potential, tissue integrity and even life. In response, animals have evolved behavioural and immunological strategies to avoid infection by pathogens and infestation by parasites. Scientists generally study these strategies in isolation from each other; however, since these defences entail costs, host individuals should benefit from balancing investment in these strategies, and understanding of infectious disease dynamics would benefit from studying the relationship between them. Here, we show that Carpodacus mexicanus (house finches) avoid sick individuals. Moreover, we show that individuals investing less in behavioural defences invest more in immune defences. Such variation has important implications for the dynamics of pathogen spread through populations, and ultimately the course of epidemics. A deeper understanding of individual- and population-level disease defence strategies will improve our ability to understand, model and predict the outcomes of pathogen spread in wildlife.