Sex biases in prevalence of disease are often attributed to intrinsic factors, such as physiological differences while a proximate role of extrinsic factors such as behavioural or ecological differences may be more difficult to establish. We combined large-scale screening for the presence and lineage identity of avian malaria (haemosporidian) parasites, in 1234 collared flycatchers (Ficedula albicollis) with life-history information from each bird to establish the location and timing of infection. We found an overall infection rate of 36.2% ± 0.03 (95% CI) with 25 distinct malaria lineages. Interestingly, first-year breeding males and females had similar infection prevalence while females accrued a significantly higher infection rate than males later in life. The sex difference in infection rate was driven by the most abundant Haemoproteus, lineage, hPHSIB1, while the infection rate of Plasmodium lineages was similar in males and females. Furthermore, when infections were assigned to an apparent transmission location, we found that the sex difference in infection rate trend was driven by lineages transmitted in Europe, more specifically by one lineage (the hPHSIB1), while no similar pattern was found in African lineages. We deduce that the observed infection patterns are likely to be caused by differences in breeding behaviour, with incubating females (and nestling individuals of both sexes) being easy targets for the biting insects that are the vectors of avian malaria parasites. Overall, our results are most consistent with ecological factors rather than intrinsic factors underlying the observed sex-biased infection rate of avian malaria in collared flycatchers.