Parasite infection in the wild is extremely spatially heterogeneous. This is well-understood at large scales, yet little is known about the way that immunity and parasitism vary at small scales and within populations. Here we used a wild population of individually recognised Scottish red deer (Cervus elaphus) to investigate how immunity and parasitism were associated with their spatial and social behaviour. We collected 2,000 noninvasive faecal samples from 450 known individuals over the course of three years, using a thorough censusing operation to examine their behaviour. We quantified mucosal antibody levels and helminth egg shedding and analysed them with GLMMs using INLA, with spatially distributed random effects to quantify spatial autocorrelation. We discovered strong spatial trends across the study population, with profoundly different antibody levels and parasite intensities in individuals living in different areas. Spatial heterogeneity was present despite the fine sampling scale and considerable mixing, and distributions differed substantially for different parasites and antibodies. Our results confirm that immunity and parasitism can vary sharply across space, and suggest that the density of conspecifics and exposure to secondary hosts are important in determining distributions of both immunity and parasites in this system. We conclude that small-scale spatial variation may be affecting the disease ecology of wild animal populations, and this should be taken into account in more studies where possible.