Sexual selection in mammals has resulted in the evolution of sexual size dimorphism (SSD), with males usually being the larger sex. Comparative analyses indicate that the evolution of SSD is associated with the evolution of male-biased mortality, suggesting a possible causal link between the two. Here, we use a comparative approach to investigate the possible role of parasites in generating this relation. We show that there is a robust association between male-biased parasitism and the degree of sexual selection, as measured by mating system (monogamous or polygynous) and by the degree of SSD. There is also a positive correlation, across taxa, between male-biased mortality and male-biased parasitism. These results are consistent with the hypothesis that parasites contribute to the observed association between SSD and male-biased mortality.