Climate change is predicted to affect host–parasite interactions, and for some hosts, parasite infection is expected to increase with rising temperatures. Global population declines of important pollinators already have been attributed to climate change and parasitism. However, the role of climate in driving parasite infection and the genetic basis for pollinator hosts to respond often remain obscure. Based on decade‐long field data, we investigated the association between climate and Nosema bombi (Microsporidia) infection of buffed‐tailed bumblebees (Bombus terrestris), and whether host genotypes play a role. For this, we genotyped 876 wild bumblebee queens and screened for N. bombi infection of those queens between 2000 and 2010. We recorded seven climate parameters during those 11 years and tested for correlations between climate and infection prevalence. Here we show that climatic factors drive N. bombi infection and that the impact of climate depends on mitochondrial DNA cytochrome oxidase I (COI) haplotypes of the host. Infection prevalence was correlated with climatic variables during the time when queens emerge from hibernation. Remarkably, COI haplotypes best predict this association between climatic factors and infection. In particular, two host haplotypes (“A” and “B”) displayed phenotypic plasticity in response to climatic variation: Temperature was positively correlated with infection of host haplotype B, but not haplotype A. The likelihood of infection of haplotype A was associated with moisture, conferring greater resistance to parasite infection during wetter years. In contrast, infection of haplotype B was unrelated to moisture. To the best of our knowledge, this is the first study that identifies specific host genotypes that confer differential parasite resistance under variable climatic conditions. Our results underscore the importance of mitochondrial haplotypes to ward off parasites in a changing climate. More broadly, this also suggests that COI may play a pertinent role in climate change adaptations of insect pollinators. Our decade‐long study shows that climate change impacts parasite infection of wild bumblebees (Bombus terrestris), depending on the genotypes of the bumblebees. With increasing temperatures and drier conditions, more bumblebees were infected. Surprisingly, this impact of climate change depends on mitochondrial DNA variants of the host. Bumblebees who possessed one variant were more resilient to infection under warmer, wetter conditions. In contrast, those with the other variant showed greater resilience to parasite infection in a cooler, drier climate. Therefore, these mitochondrial variants may play a crucial role for bumblebees to adapt to parasite infection in a changing climate.