Malaria parasites can have strong effects on the population dynamics and evolution of migratory bird species. In many species, parasite transmission occurs on the wintering grounds, but studies to determine the consequences of infection have taken place during the breeding season, when malaria parasites circulate at chronic levels. We examined the predictors of malarial infections for great reed warblers during the northern winter in Africa, where active parasite transmission is thought to occur and naïve individuals experience acute infections. Counter to expectations, we found that winter infection intensities were lower than those encountered on the breeding grounds. One potential explanation is that reduced immune function during breeding allows parasites to persist at higher chronic intensities. We found no relationships between the incidence or intensity of infection on condition (as measured by scaled mass index, plasma metabolites, and feather corticosterone), spring migration departure dates, or home range sizes. We also tested a prediction of the Hamilton–Zuk hypothesis and found that male ornament (song) quality was unrelated to parasitic infection status. Overall, our results provide the first evidence that long-distance migrants captured on their wintering grounds are in the chronic stage of infection, and suggest that winter studies may fare no better than breeding studies at determining the costs of acute malarial infection for great reed warblers.