Mathematical modelling provides an effective way to challenge conventional wisdom about parasite evolution and investigate why parasites ‘do what they do’ within the host. Models can reveal when intuition cannot explain observed patterns, when more complicated biology must be considered, and when experimental and statistical methods are likely to mislead. We describe how models of within-host infection dynamics can refine experimental design, and focus on the case study of malaria to highlight how integration between models and data can guide understanding of parasite fitness in three areas: (1) the adaptive significance of chronic infections; (2) the potential for tradeoffs between virulence and transmission; and (3) the implications of within-vector dynamics. We emphasize that models are often useful when they highlight unexpected patterns in parasite evolution, revealing instead why intuition yields the wrong answer and what combination of theory and data are needed to advance understanding.