Ectotherms depend on the environmental temperature for thermoregulation and exploit thermal regimes that optimise physiological functioning. They may also frequent warmer conditions to up-regulate their immune response against parasite infection and/or impede parasite development. This adaptive response, known as 'behavioural fever', has been documented in various taxa including insects, reptiles and fish, but only in response to endoparasite infections. Here, a choice chamber experiment was used to investigate the thermal preferences of a tropical freshwater fish, the Trinidadian guppy (Poecilia reticulata), when infected with a common helminth ectoparasite Gyrodactylus turnbulli, in female-only and mixed-sex shoals. The temperature tolerance of G. turnbulli was also investigated by monitoring parasite population trajectories on guppies maintained at a continuous 18, 24 or 32 °C. Regardless of shoal composition, infected fish frequented the 32 °C choice chamber more often than when uninfected, significantly increasing their mean temperature preference. Parasites maintained continuously at 32 °C decreased to extinction within 3 days, whereas mean parasite abundance increased on hosts incubated at 18 and 24 °C. We show for the first time that gyrodactylid-infected fish have a preference for warmer waters and speculate that sick fish exploit the upper thermal tolerances of their parasites to self medicate.