The immune response affects host's survival and reproductive success. Insurmountable immune function has not evolved because it is costly and there is a trade-off between other life-history traits. In previous studies several factors such as diet and temperature have been proposed to cause interpopulation differences in immune response. Moreover, the insect immune system may be functionally more protective upon secondary exposure, thus infection history may associate with the immune response. Here we measured how geographical location and parasite burden is related to variation in immune response between populations. We included 13 populations of the Northern Damselfly Coenagrion hastulatum (Odonata: Coenagrionidae) in Finland over a latitudinal range of 880 km to this study. We found that water mites associated strongly with the immune response at interpopulation level: the more the mites, the higher the immune response. Also, in an alternative model based on AIC, latitude and individual size associated with the immune response. In turn, endoparasitic gregarines did not affect the immune response. To conclude, a positive interpopulation association between the immune response and the rate of water mite infection may indicate (i) local adaptation to chronic parasite stress, (ii) effective ‘induced’ immune response against parasites, or (iii) a combined effect of both of these.