Stress may be defined as a change in the homeostasis of an individual. However, if long-lasting, stress may produce significant detrimental effects to individuals, such as increasing the susceptibility to haemosporidian parasites. Therefore, we aimed to study whether and how stress and body condition predict the probability of hosts having haemosporidian parasites and increased parasite load. We captured birds in an area of Cerrado stricto sensu in southeastern Brazil and used microscopy techniques to assess haematological parameters, as well as infections by protozoans, and confirmed all infections using nested PCR. We used the heterophil/lymphocyte ratio and global leucocytes as a proxy of individual stress and the scaled mass index as a body condition metric. We captured 68 individuals from five bird species: Ruddy Ground-dove Columbina talpacoti, Great Kiskadee Pitangus sulphuratus, Lesser Elaenia Elaenia chiriquensis, Flavescent Warbler Myiothlypis flaveola and Brown-crested Flycatcher Myiarchus tyrannulus. We did not find support for parasite prevalence being predicted by body condition or haematological variables. However, we found that birds with a higher heterophil/lymphocyte ratio, lower body condition and lower global leukocyte count, were more likely to have a higher parasite load (haemosporidian parasitaemia). Our results suggest that birds with chronic stress and poor health may be more susceptible to greater infection intensity and/or recrudescence episodes by malarial parasites due to previous immunosuppression.