Host-parasite dynamics can be strongly affected by seasonality and age-related host immune responses. We investigated how observed variation in the prevalence and intensity of parasite egg or oocyst shedding in four co-occurring ungulate species may reflect underlying seasonal variation in transmission and host immunity. This study was conducted July 2005–October 2006 in Etosha National Park, Namibia, using indices of parasitism recorded from 1,022 fecal samples collected from plains zebra (Equus quagga), springbok (Antidorcas marsupialis), blue wildebeest (Connochaetes taurinus), and gemsbok (Oryx gazella). The presence and intensity of strongyle nematodes, Strongyloides spp. and Eimeria spp. parasites, were strongly seasonal for most host-parasite combinations, with more hosts infected in the wet season than the dry season. Strongyle intensity in zebra was significantly lower in juveniles than adults, and in springbok hosts, Eimeria spp. intensity was significantly greater in juveniles than adults. These results provide evidence that acquired immunity is less protective against strongyle nematodes than Eimeria spp. infections. The seasonal patterns in parasitism further indicate that the long dry season may limit development and survival of parasite stages in the environment and, as a result, host contact and parasite transmission.