Studying the causes of parasite geographic distribution is relevant to understand ecological and evolutionary processes that affect host populations as well as for species conservation. Temperature is one of the most important environmental variables affecting parasite distribution, as raising temperatures positively affect development, reproduction, and rate of transmission of both endo- and ectoparasites. In this context, it is generally accepted that, in mountains, parasite abundance decreases with elevation. However, empirical evidence on this topic is limited. In the present study, we analyzed the elevational variation of hemoparasites and ectoparasites of a lizard, Psammodromus algirus, along a 2,200-m elevational gradient in Sierra Nevada (SE Spain). As predicted, ectoparasite (mites, ticks, mosquitoes, and sandflies) abundance decreased with elevation. However, hemoparasite prevalence and intensity in the lizard augmented with altitude, showing a pattern contrary to their vectors (mites). We suggest that tolerance to hemoparasites may increase with elevation as a consequence of lizards at high altitudes taking advantage of increased body condition and food availability, and reduced oxidative stress. Moreover, lizards could have been selected for higher resistance against hemoparasites at lowlands (where higher rates of replication are expected), thus reducing hemoparasite prevalence and load. Our findings imply that, in a scenario of climate warming, populations of lizards at high elevation may face increased abundance of ectoparasites, accompanied with strong negative effects.