Sex-specific mortality is frequent in animals although the causes of different male versus female mortalities remain poorly understood. Parasitism is ubiquitous in nature with widespread detrimental effects to hosts, making parasitism a likely cause of sex-specific mortalities. Using sex-specific blood and gastrointestinal parasite prevalence from 96 and 54 avian host species, respectively, we test the implications of parasites for annual mortality in wild bird populations using phylogenetic comparative methods. First, we show that parasite prevalence is not different between adult males and females, although Nematodes showed a statistically significant but small male-biased parasite prevalence. Second, we found no correlation between sex-biased host mortalities and sex-biased parasite prevalence. These results were consistent in both blood and gastrointestinal parasites. Taken together, our results show little evidence for sex-dependent parasite prevalence in adults in wild bird populations, and suggest that parasite prevalence is an unlikely predictor of sex difference in adult mortalities, not withstanding sampling limitations. We propose that to understand causes of sex-biased mortalities, more complex analyses are needed that incorporate various ecological and life history components of animals life that may include sex differences in exposure to predators, immune capacity and cost of reproduction.