Carefully chosen immunological measurements, informed by recent advances in our understanding of the diversity and control of immune mechanisms, can add great interpretative value to ecological studies of infection. This is especially so for co-infection studies, where interactions between species are often mediated via the host's immune response. Here we consider how immunological measurements can strengthen inference in different types of co-infection analysis. In particular, we identify how measuring immune response variables in field studies can help reveal inter-species interactions otherwise obscured by confounding processes operating on count or prevalence data. Furthermore, we suggest that, due to the difficulty of quantifying microbial pathogen communities in field studies, innate responses against broad pathogen types (mediated by pattern response receptors) may be useful quantitative markers of exposure to bacteria and viruses. An ultimate goal of ecological co-infection studies may also be to understand how dynamics within host-parasite assemblages emerge from trade-offs involving different arms of the immune system. We reflect on the phenotypic measures that might best represent levels of responsiveness and bias in immune function. These include mediators associated with different T-helper cell subsets and innate responses controlled by pattern response receptors, such as the Toll-like receptors (TLRs).