Temporal variation in oxidative physiology and its associated immune function may occur as a result of changes in parasite infection over the year. Evidence from field and laboratory studies suggests links between infection risk, oxidative stress, and the ability of animals to mount an immune response; however, the importance of parasites in mediating seasonal change in physiological makeup is still debated. Also, little is known about the temporal consistency of relationships among parasite infestation, markers of oxidative status and immune function in wild animals, and whether variation in oxidative measures can be viewed as a single integrated system. To address these questions, we sampled free-living house sparrows (Passer domesticus) every 2 mo over a complete year and measured infestation with coccidian parasites as well as nine traits that reflect condition, oxidative physiology, and immune function. We found significant seasonal variation in coccidian infestation and in seven out of nine condition and physiological variables over the year. However, we found little support for parasite-mediated change in condition, oxidative physiology, and immune functions in house sparrows. In accordance with this, we found no temporal consistency in relationships between the intensity of infestation and physiology. Among measures of oxidative physiology, antioxidants (measured as the total antioxidant capacity and the concentration of uric acid in the plasma) and oxidative damage (measured through the level of malondialdehyde in plasma) positively and consistently covaried over the year, while no such associations were found for the rest of traits (body mass, total glutathione, and leukocyte numbers). Our results show that natural levels of chronic coccidian infection have a limited effect on the seasonal change of physiological traits, suggesting that the variation of the latter is probably more affected by short-term disturbances, such as acute infection and/or season-specific stress stimuli.