Immune function is an important component of host fitness, and high investment in immunity should occur when the benefits outweigh the costs, such as when risk of parasitism is high. We sampled two rodent hosts, white-footed mice (Peromyscus leucopus), and prairie voles (Microtus ochrogaster), and their tick, flea, and mite ectoparasites. A bacterial killing assay was used to measure the host's innate immune function. We hypothesized that classes of hosts (species, sexes, or age classes) with overall higher tick burdens would have a higher innate immune function as an evolutionary response to historically greater exposure. We hypothesized a weaker relationship between the fleas and mites and immune function because of high host specificity in fleas and the absence of known vector function in North American mites. Ectoparasites were significantly overdispersed on hosts. In accordance with our hypothesis, Peromyscus that had higher tick burdens also exhibited significantly higher bacterial killing ability compared to Microtus. There was no significant difference in total flea burden between rodent species and no relationship with bacterial killing ability. Microtus had higher burdens of mites in each order than Peromyscus, and female rodents had higher mite burdens than males. The benefits of maintaining high levels of innate immune factors appear to be greater than the energetic costs for Peromyscus compared to Microtus.