Predation pressure can alter the morphology, physiology, life history and behavior of prey; this in turn can change how surviving prey interact with parasites. These trait-mediated indirect effects may change in direction or intensity during growth or, in sexually dimorphic species, between the sexes. The Trinidadian guppy Poecilia reticulata presents a unique opportunity to examine these interactions; its behavioral ecology has been intensively studied in wild populations with well-characterized predator faunas. Predation pressure is known to have driven the evolution of many guppy traits; for example, in high-predation sites, females (but not males) tend to shoal, and this anti-predator behavior facilitates parasite transmission. To test for evidence of predator-driven differences in infection in natural populations, we collected 4715 guppies from 62 sites across Trinidad between 2003 and 2009 and screened them for ectosymbionts including Gyrodactylus. A novel model-averaging analysis revealed that females were more likely to be infected with Gyrodactylus parasites than males, but only in populations with both high predation pressure and high infection incidence. We propose that the difference in shoaling tendency between the sexes could explain the observed difference in infection incidence between males and females in high-predation sites. The infection rate of juveniles did not vary with predation regime, probably because juveniles face constant predation pressure from conspecific adults and therefore tend to shoal both in high- and low-predation sites. This represents the first evidence for age- and sex-specific trait-mediated indirect effects of predators on the probability of infection in their prey.