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This thesis aimed to understand the mechanisms underlying within-host interactions among coinfecting parasites in wild rodents, how they are affected by the host immune response, and how they contribute to shape disease dynamics in nature. Coinfection is ubiquitous in human, domestic and wild animal populations, and can consist of both microparasites (viruses, bacteria and protozoa) and macroparasites (parasitic helminths). Moreover, coinfecting parasites can interact with each other in a number of ways (positive or negative, direct or indirect), which affects disease severity and progression, parasite transmission, the response of target and non-target parasites to treatment and, ultimately, the epidemiology of each coinfecting parasite species. While previous work on laboratory animals has generated detailed knowledge of the cellular components of the host immune response involved during coinfection, we still mostly lack a conceptual understanding of the role of the host immune response in mediating within-host interactions in nature. I used a known within-host interaction between two important intestinal parasites (the nematode Heligmosomoides polygyrus and the protozoan Eimeria hungaryensis) of wild wood mice (Apodemus sylvaticus) to study the underlying causes and consequences of this interaction for both parasite dynamics and host health. I first investigated if specific and total antibody levels can explain natural burdens and infection of H. polygyrus and Eimeria spp. in the context of other parasites and variation in host demography in a cross-sectional field study. I found that H. polygyrus-specific IgG1 and total faecal IgA were the strongest predictors of both H. polygyrus infection and burden and Eimeria spp. infection. Further, Eimeria spp. infection was associated with lower antibody levels, suggesting an interaction between Eimeria spp. and anti-helminth immunity. Next, I tested the causative relationship between antibody levels and parasite infection. Over the course of a longitudinal anthelmintic treatment study in the field, I measured infection and burden of both target and non-target parasites, as wells as specific and general antibody levels. I found that treatment successfully reduced H. polygyrus burden, wild led to a change in both antibody levels and E. hungaryensis dynamics. Further, H. polygyrus-specific IgG1 levels were predicted by pre-treatment H. polygyrus burden, suggesting that helminth infection induces antibody production, rather than vice versa. Following from this, I explored if treatment of single or multiple parasite groups (helminths, coccidia or both) had an effect on host survival. I used data from a longitudinal field study spanning an entire season of A. sylvaticus (April-December), where animals were given either Ivermectin (anthelmintic), Vecoxan (anti-coccidial), a mix of both drugs or water every fortnight. Ivermectin treatment led to a consistent reduction in H. polygyrus prevalence and burden, as well as a steady increase in E. hungaryensis prevalence, whereas Vecoxan treatment failed to show any effect on either target or non-target parasites. Interestingly, anthelmintic treatment led to a reduction in survival at intermediate H. polygyrus burdens, suggesting that anti-parasite treatments might not always be beneficial for the host. By bringing this wild coinfection system into the lab, I examined if the interaction between H. polygyrus and E. hungaryensis could be re-created under controlled laboratory condition, and if the lack of environmental variation had an effect on parasite and/or antibody dynamics. I found that coinfection led to a delay in H. polygyrus expulsion, and decreased E. hungaryensis shedding during chronic helminth infection. However, coinfection did not affect antibody dynamics. This not only demonstrated that the interaction between the two parasites was reciprocal, but also showed that coinfection can significantly affect parasite transmission dynamics. In an ongoing bioinformatic analysis, I investigated the level of genetic diversity in wild Eimeria spp. populations in order to uncover the mechanism underlying a common lack of protective immunity towards Eimeria spp. infections in wild and domestic animal populations. I found that there were multiple genetically distinct strains circulating within all populations tested, but homologous re-infection was not less likely than heterologous reinfection. This suggests that the lack of protective immunity in wild Eimeria spp. Populations cannot solely be explained by high levels of genetic diversity. This thesis provides several important insights into the mechanisms underlying parasite within-host interactions. Importantly, it highlights that, whilst host immunity plays a crucial role in determining the outcome of coinfection, other factors such as host demography have to be taken into account in order to understand the interplay between immunity and coinfection. I further show that anti-parasite treatments in the wild can be successful, but the benefits of such treatments can be context dependent. More broadly, my findings can have important implications for the planning and evaluation of treatment programs targeted at both single and coinfected animals and humans in their natural environment.