Apicomplexan blood parasites Plasmodium and Haemoproteus (together termed “Avian malaria”) and Leucocytozoon are widespread, diverse vector-transmitted blood parasites of birds, and conditions associated with colonial nesting in herons (Ardeidae) and other waterbirds appear perfect for their transmission. Despite studies in other locations reporting high prevalence of parasites in juvenile herons, juvenile Little Egrets (Egretta garzetta) previously tested in the Camargue, Southern France, had a total absence of malaria parasites. This study tested the hypotheses that this absence was due to insufficient sensitivity of the tests of infection; an absence of infective vectors; or testing birds too early in their lives. Blood was sampled from juveniles of four species shortly before fledging: Little Egret (n = 40), Cattle Egret (Bubulcus ibis; n = 40), Black-crowned Night-Heron (Nycticorax nycticorax, n = 40), and Squacco Heron (Ardeola ralloides; n = 40). Sensitive nested-Polymerase Chain Reaction was used to test for the presence of parasites in both birds and host-seeking female mosquitoes captured around the colonies. No malaria infection was found of in any of the heron species. Four different lineages of Plasmodium were detected in pooled samples of female Culex pipiens mosquitoes, including two in potentially infective mosquitoes. These results confirm that the absence of malaria parasites previously demonstrated in Little Egret is not due to methodological limitations. Although the prevalence of infection in mosquitoes was low, conditions within the colonies were suitable for transmission of Plasmodium. These colonial heron species may have evolved strategies for resisting malaria infection through physiological or behavioral mechanisms.