Studying the costs and benefits of host-parasite interactions is of central importance to shed light on the evolutionary drivers of host life history traits. Although gregarines (Apicomplexa: Sporozoa) are one of the most frequent parasites in the gut of invertebrates, the diversity of its potential impacts on a host remains poorly explored. In this study, we addressed this gap in knowledge by investigating the prevalence of natural infections by the gregarine Gregarina ovata and testing how these infections shape a large set of morphological, behavioural and physiological traits in the European earwig Forficula auricularia. Our results first show that G. ovata was present in 76.8% of 573 field-sampled earwigs, and that its prevalence was both higher in males compared with females and increased between July and September. The load of G. ovata in the infected individuals was higher in males than females, but this sex difference vanished during the season. Our experiments then surprisingly revealed apparent benefits of G. ovata infections. Food-deprived hosts survived longer when they exhibited high compared with low gregarine loads. Moreover, the presence of gregarines was associated with a reduced phenoloxidase activity, indicating a lower immune resistance or a higher immune tolerance of the infected hosts. By contrast, we found no effect of G. ovata presence and number on earwigs' development (eye distance, forceps length), activity, food consumption or resistance against a fungal pathogen. Overall, our findings suggest that G. ovata could be involved in a mutualistic relationship with the European earwig. Given the ubiquitous presence of gregarines among invertebrates, our data also suggest that this common member of insect gut flora could have a broad and positive role in the life history of many host species.