Hosts of the same species vary in physiological responses to the same parasite, and some groups of individuals can disproportionately affect disease dynamics; however, the underlying pathophysiology of host-parasite interactions is poorly understood in wildlife. We tested the hypothesis that the hypothalamic-pituitary-adrenal (HPA) axis mediates host resistance and tolerance to avian malaria during the acute phase of infection by evaluating whether individual variation in circulating glucocorticoids predicted resistance to avian malaria in a songbird. We experimentally inoculated wild-caught house sparrows (Passer domesticus) with naturally sourced Plasmodium relictum and quantified baseline and restraint-induced circulating corticosterone, negative feedback ability, cellular and humoral immune function, and baseline and restraint-induced glycemia, prior to and during acute malaria infection. During peak parasitemia, we also evaluated the expression of several liver cytokines that are established pathological hallmarks of malaria in mammals: two pro-inflammatory (IFN-γ and TNF-α) and two anti-inflammatory (IL-10 and TGF-β). Although most of the host metrics we evaluated were not correlated with host resistance or tolerance to avian malaria, this experiment revealed novel relationships between malarial parasites and the avian immune system that further our understanding of the pathology of malaria infection in birds. Specifically, we found that: (1) TNF-α liver expression was positively correlated with parasitemia; (2) sparrows exhibited an anti-inflammatory profile during malaria infection; and (3) IFN-γ and circulating glucose were associated with several immune parameters, but only in infected sparrows. We also found that, during the acute phase of infection, sparrows increased the strength of corticosterone negative feedback at the level of the pituitary. In the context of our results, we discuss future methodological considerations and aspects of host physiology that may confer resistance to avian malaria, which can help inform conservation and rehabilitation strategies for avifauna at risk.