Background: Even though male-biased parasitism is common in mammals, little effort has been made to evaluate whether higher parasitic burden in males results in an extra biological cost, and thus a decrease in fitness. Body condition impairment and the augmentation of oxidative stress can be used as indicators of the cost of parasite infections. Here, we examined relationships between gastrointestinal and respiratory helminths, body condition and oxidative stress markers (glutathione peroxidase, paraoxonase-1) in 28 Pyrenean chamois (Rupicapra p. pyrenaica) sampled in autumn. Results: Only male chamois showed a reduction in body condition and higher oxidative stress due to parasite infection, likely because of the extremely high parasite burdens observed in males. Conclusions: This study made evident a disparity in the physiological cost of multiple parasitism between sexes in a wild mammal, mainly due to parasitic richness. Because of the similar life expectancy in male and female chamois, we suggest that males may have developed natural mechanisms to compensate for higher parasite loads during the rut.