Simultaneous infection by multiple parasite species is ubiquitous in nature. Interactions among co-infecting parasites may have important consequences for disease severity, transmission and community-level responses to perturbations. However, our current view of parasite interactions in nature comes primarily from observational studies, which may be unreliable at detecting interactions. We performed a perturbation experiment in wild mice, by using an anthelminthic to suppress nematodes, and monitored the consequences for other parasite species. Overall, these parasite communities were remarkably stable to perturbation. Only one non-target parasite species responded to deworming, and this response was temporary: we found strong, but short-lived, increases in the abundance of Eimeria protozoa, which share an infection site with the dominant nematode species, suggesting local, dynamic competition. These results, providing a rare and clear experimental demonstration of interactions between helminths and co-infecting parasites in wild vertebrates, constitute an important step towards understanding the wider consequences of similar drug treatments in humans and animals.