Avian malaria can affect survival and reproduction of their hosts. Two patterns commonly observed in birds are that females have a higher prevalence of malaria than do males and that prevalence decreases with age. The mechanisms behind these patterns remain unclear. However, most studies on blood parasite infections are based on cross-sectional analyses of prevalence, ignoring malaria related mortality and individual changes in infection. Here, we analyse both within-individual changes in malaria prevalence and long-term survival consequences of infection in the Seychelles Warbler (Acrocephalus sechellensis). Adults were less likely to be infected than juveniles but, contrary to broad patterns previously reported in birds, females were less likely to be infected than males. We show by screening individual birds in two subsequent years that the decline with age is a result both of individual suppression of infection and selective mortality. Birds that were infected early in life had a lower survival rate compared to uninfected birds, but among those that survived to be screened twice the proportion of infected birds had also decreased. Uninfected birds did not become infected later in life. Males were found to be more infected than females in this species possibly because, unlike most birds, males are the dispersing sex and the cost of dispersal may have to be traded against immunity. Infected males took longer to suppress their infection than did females. We conclude that these infections are indeed costly, and that age-related patterns in blood parasite prevalence are influenced both by suppression and selective mortality.