Low levels of essential mineral elements such as cobalt, copper, and iron, in organisms reduce immune function, increasing the chances of parasitic infection. This phenomenon has been demonstrated widely in domestic animals but rarely in wildlife. In this study, we used data from 7‐ to 9‐month‐old roe deer (Capreolus capreolus), living in two different populations facing contrasting environmental conditions (Trois‐Fontaines and Chizé), to investigate whether the parasitic and immunological statuses could be related to essential element status. Between 2016 and 2019, we collected feces to measure parasite burdens (gastrointestinal and pulmonary nematodes), blood to measure immunological parameters (globulins and white blood cells), and hair to assess the concentration of 11 essential elements (calcium [Ca], chromium [Cr], cobalt [Co], copper [Cu], iron [Fe], magnesium [Mg], manganese [Mn], potassium [K], molybdenum [Mo], selenium [Se], and zinc [Zn]). The results showed first heterogeneity in the individual phenotypes of the two populations. Roe deer with low body mass had high concentrations of all the essential elements (in particular, Ca, Fe, Cu, K, and Mn), a high parasitic burden, and high concentrations of globulins. An association between high concentrations of essential elements and a high parasite burden was found at the two study sites despite markedly different environmental conditions. A relationship between essential element concentrations and immune parameters was also detected, with more basophils and globulins being associated with high concentrations of essential trace elements (i.e., Ca, Fe, Cu, and, to a lesser extent, Se, Cr, and Zn). These results suggest that young individuals with low body mass and high parasitism may select feeding resources rich in mineral elements, which may improve their ability to control the infestation and/or mitigate the negative consequences of parasites by maintaining immune system functions.