Nematode burdens and variation in morphological characteristics were assessed in eighty-eight animals from three host species (Apodemus sylvaticus, Apodemus flavicollis, and Myodes glareolus) from eight localities in Serbia. In total, 15 species of nematodes were identified, and the overall mean parasite species richness (IndPSR) was 1.61 per animal (1.98 in A. flavicollis, 1.43 in M. glareolus, and 0.83 in A. sylvaticus). Furthermore, the studied host species significantly differed in individual parasite load (IndPL) and in the following morphological characters: spleen mass, body condition index (BCI), and body mass. We aimed to analyze the relationship between the burden of intestinal nematodes, on one hand, and the body conditions of the host and its capability to develop immune defends on the other. Spleen mass was considered as a measure of immune response. In all host species, larger animals with a better condition (higher BCI) were infected with more parasites species (IndPSR), while parasite load was not related to BCI. Only in A. flavicollis were males significantly larger, but females of the same sizes were infected with more parasite species. This female-biased parasitism is contrary to the theoretical expectation that males should be more parasitized, being larger, more active, with a wider home range. Although the spleen size was significantly correlated with body condition and body mass, IndPSR was not related to spleen mass in any studied species, but in M. galareolus, we found that a smaller spleen was related to higher infection intensity (IndPL).