Toll‐like receptors (TLR) play a central role in recognition and host frontline defence against a wide range of pathogens. A number of recent studies have shown that TLR genes (Tlrs) often exhibit large polymorphism in natural populations. Yet, there is little knowledge on how this polymorphism is maintained and how it influences disease susceptibility in the wild. In previous work, we showed that some Tlrs exhibit similarly high levels of genetic diversity as genes of the Major Histocompatibility Complex (MHC), and signatures of contemporary balancing selection in roe deer (Capreolus capreolus), the most abundant cervid species in Europe. Here, we investigated the evolutionary mechanisms by which pathogen‐mediated selection could shape this innate immunity genetic diversity by examining the relationships between Tlr (Tlr2, Tlr4 and Tlr5) genotypes (heterozygosity status and presence of specific alleles) and infections with Toxoplasma and Chlamydia, two widespread intracellular pathogens known to cause reproductive failure in ungulates. We showed that Toxoplasma and Chlamydia exposures vary significantly across years and landscape features with few co‐infection events detected and that the two pathogens exert antagonistic selection on Tlr2 polymorphism. By contrast, we found limited support for Tlr heterozygote advantage. Our study confirmed the importance of looking beyond Mhc genes in wildlife immunogenetic studies. It also emphasized the necessity to consider multiple pathogen challenges and their spatiotemporal variation to improve our understanding of vertebrate defence evolution against pathogens.