An understanding of the mechanisms influencing prenatal characteristics is fundamental to comprehend the role of ecological and evolutionary processes behind survival and reproductive success in animals. Although the negative influence of parasites on host fitness is undisputable, we know very little about how parasitic infection in reproductive females might influence prenatal factors such as fetal development and sex allocation. Using an archival collection of Dall's sheep (Ovis dalli dalli), a capital breeder that depends on its body reserves to overcome the arctic winter, we investigated the direct and indirect impacts of the parasite community on fetal development and sex allocation. Using partial least squares modelling, we observed a negative effect of parasite community on fetal development, driven primarily by the nematode Marshallagia marshalli. Principal component analysis demonstrated that mothers with low parasite burden and in good body condition were more likely to have female versus male fetuses. This association was primarily driven by the indirect effect of M. marshalli on ewe body condition. Refining our knowledge of the direct and indirect impact that parasite communities can have on reproduction in mammals is critical for understanding the effects of infectious diseases on wildlife populations. This can be particularly relevant for species living in ecosystems sensitive to the effects of global climate change.