The influence of behaviour on host-parasite dynamics has theoretical support but few empirical studies have examined this influence for wild-captured hosts, especially in colonial species, which are thought to face generally high risk of exposure. Behavioural tendencies of hosts in novel environments could mediate host exposure. We tested the hypothesis that behavioural tendencies of hosts, and host sex and age, correlate with prevalence and intensity of ectoparasites in a gregarious mammal, the little brown bat (Myotis lucifugus).We also tested whether relationships between host behaviour and parasite prevalence and intensity would vary between taxa of ectoparasites which differ in host-seeking behaviour. We predicted that individual hosts displaying active and explorative behaviours would have higher prevalence and intensity of parasites that depend on physical contact among hosts for transmission (mites) but that host behaviour would not influence prevalence and intensity of mobile ectoparasites with active host-seeking behaviour (fleas).We recorded behavioural responses of wild-captured bats in a novel-environment test and then sampled each individual for ectoparasites. After accounting for age and sex we found mixed support for our hypotheses in some but not all demographics. More active adult and young of the year (YOY) males were more likely to host mites while more active adult and YOY females were less likely to host fleas. Our results highlight possible differences in the influence of host and parasite behaviour on parasite transmission dynamics for colonial compared to non-colonial species and have conservation implications for understanding pathogen transmission in bat white-nose syndrome and other wildlife diseases.