To study variation of infestations by the bat fly Raymondia lobulata (Diptera: Streblidae) on the greater false vampire bat Megaderma lyra (Chiroptera: Megadermatidae), we captured individual bats at their day roost in the south of India and recorded their rate of infestation continuously for a year. All examined bats (n = 72 individuals, 202 captures) were infested with parasites (n = 3,008). However, the recorded intensity of infestation (range 1–33) was gender-related and statistically higher in females than in males (F1, 200 = 304.45, P < 0.001). Furthermore, pregnant and lactating females had greater parasite loads than non-reproductive females and males (F1, 63 = 23.34, P < 0.001 and F1, 37 = 78.07, P < 0.001, respectively). No significant differences were observed between males either during mating and non-mating periods or breeding and non-breeding seasons. Analysis of the relationship between parasite infestation and the reproductive status of bats revealed that pregnant and lactating females with pups were more vulnerable hosts for parasites. Our results also suggest a well-developed coevolutionary strategy for synchronized reproduction within the host–parasite relationship and add to our understanding of how host sex and reproductive status shape the dynamics of parasitism.