Male vertebrates are believed to be disproportionately vulnerable to parasites, but empirical support for this contention is mixed. We tested the hypothesis of higher levels of parasitism in males with the use of counts of gastrointestinal helminths in 5 sympatric mammalian carnivores (American badgers, coyotes, red foxes, raccoons, striped skunks) from central Saskatchewan. Parasite burdens for females and males of each host species were compared with the use of prevalence (percentage of hosts infected), intensity (parasites per infected host), and overdispersion (proportion of heavily infected hosts that were male). Of 30 comparisons (13 each for prevalence and intensity, 4 for overdispersion), male bias was detected 8 times (27%), whereas female bias was detected only once (3%), adding some support to the notion that male mammals are more susceptible to parasitism. However, most of the statistical comparisons we undertook revealed no sexual bias (n = 21, 70%), suggesting that differential patterns of infection are not ubiquitous in mammals. Moreover, when detected, the magnitude and direction of bias varied among host species, helminth species, and metrics of infection. We conclude that sympatric and ecologically similar mammal species will not always share the tendency for males to be more susceptible to parasitism, and that studies incorporating multiple parasites and metrics of infection are more likely to detect sex bias.