Host immune defenses are important components of host–parasite interactions that affect the outcome of infection and may have fitness consequences for hosts when increased allocation of resources to immune responses undermines other essential life processes. Research on host–parasite interactions in large free‐ranging wild mammals is currently hampered by a lack of verified noninvasive assays. We successfully adapted existing assays to measure innate and adaptive immune responses produced by the gastrointestinal mucosa in spotted hyena (Crocuta crocuta) feces, including enzyme‐linked immunosorbent assays (ELISAs), to quantify fecal immunoglobulins (total IgA, total IgG) and total fecal O‐linked oligosaccharides (mucin). We investigated the effect of infection load by an energetically costly hookworm (Ancylostoma), parasite richness, host age, sex, year of sampling, and clan membership on immune responses and asked whether high investment in immune responses during early life affects longevity in individually known spotted hyenas in the Serengeti National Park, Tanzania. Fecal concentrations of IgA, IgG, and mucin increased with Ancylostoma egg load and were higher in juveniles than in adults. Females had higher mucin concentrations than males. Juvenile females had higher IgG concentrations than juvenile males, whereas adult females had lower IgG concentrations than adult males. High IgA concentrations during the first year of life were linked to reduced longevity after controlling for age at sampling and Ancylostoma egg load. Our study demonstrates that the use of noninvasive methods can increase knowledge on the complex relationship between gastrointestinal parasites and host local immune responses in wild large mammals and reveal fitness‐relevant effects of these responses.