Genomic sequencing of avian haemosporidian parasites (Haemosporida) has been challenging due to excessive contamination from host DNA. In this study, we developed a cost-effective protocol to obtain parasite sequences from naturally infected birds, based on targeted sequence capture and next generation sequencing. With the genomic data of Haemoproteus tartakovskyi as a reference, we successfully sequenced up to 1000 genes from each of the 15 selected samples belonging to nine different cytochrome b lineages, eight of which belong to Haemoproteus and one to Plasmodium. The targeted sequences were enriched to ∼104-fold, and mixed infections were identified as well as the proportions of each mixed lineage. We found that the total number of reads and the proportions of exons sequenced decreased when the parasite lineage became more divergent from the reference genome. For each of the samples, the recovery of sequences from different exons varied with the function and GC content of the exon. From the obtained sequences, we detected within-lineage variation in both mitochondrial and nuclear genes, which may be a result of local adaptation to different host species and environmental conditions. This targeted sequence capture protocol can be applied to a broader range of species and will open a new door for further studies on disease diagnostics and comparative analysis of haemosporidians evolution.