1. Ecoimmunologists aim to understand the costs, benefits, and net fitness consequences of different strategies for immune defense. 2. Measuring the fitness consequences of immune responses is difficult, partly because of complex relationships between host fitness and the within-host density of parasites and immunological cells or molecules. In particular, neither the strongest immune responses nor the lowest parasite densities necessarily maximize host fitness. 3. Here, we propose that ecoimmunologists should routinely endeavour to measure three intertwined parameters: host fitness, parasite density, and relevant immune responses. We further propose that analyses of relationships among these traits would benefit from the statistical machinery used for analyses of phenotypic plasticity and/or methods that are robust to the bi-directional causation inherent in host-parasite relationships. For example, analyses of how host fitness depends upon parasite density, which is an evolutionary ecological definition of tolerance, would benefit from these more robust methods. 4. Together, these steps promote rigorous quantification of the fitness consequences of immune responses. Such quantification is essential if ecoimmunologists are to decipher causes of immune polymorphism in nature and predict trajectories of natural selection on immune defense.