Understanding the drivers of species adaptations to changing environments on the one hand and the limits for hybridization on the other hand is among the hottest questions in evolutionary biology. Parasites represent one of the major selective forces driving host evolution and at least those with free-living stages are at the same time dependent on the ecological conditions of their host's habitat. Local immunological adaptations of host species to varying parasite pressure are therefore expected and might represent the genetic basis for ecological speciation and the maintenance of recently diverged species. Madagascar provides one of the rare examples where two partially sympatric primate species (Microcebus griseorufus, M.murinus) and their hybrids, as well as an allopatric species (M.cf rufus) live in close proximity along a very steep environmental gradient ranging from southern dry spiny bush to gallery forest to evergreen eastern humid rain forest, thus mimicking the situation encountered during extensions and retreats of vegetation formations under changing climatic conditions. This system was used to study parasite infection and immune gene (MHC) adaptations to varying parasite pressure that might provide selective advantages to pure species over hybrids. Parasite burdens increased with increasing humidity. M.griseorufus, M.murinus, and their hybrids but not M.rufus shared the same MHC alleles, indicating either retention of ancestral polymorphism or recent gene flow. The hybrids had much higher prevalence of intestinal parasites than either of the parent species living under identical environmental conditions. The different representation of parasites can indicate a handicap for hybrids that maintains species identities.