Animals often suffer from multiple parasite attacks in natural conditions (i.e., polyparasitism). The community of these parasites, which simultaneously or sequentially infest given host species, has rarely been investigated as a parasitic pressure per se. From this perspective, and despite the impressive number of immunoecological or comparative studies, the impacts of polyparasitism on immune responses are far from being appreciated. Focusing on helminths across a wide range of mammalian species and using a phylogenetic comparative method, we show, for the first time, that an increase in the number of helminth parasite species is positively correlated with an increase in basal immune investment (estimated by the counts of white blood cells) across mammal species. After discussing inherent limits of this comparative approach, we put this result in the evolutionary perspective of multiple parasitic infestations.