Parasite survival in hosts mainly depends on the capacity to circumvent the host immune response. Acanthocephalan infections in gammarids are linked with decreased activity of the prophenoloxidase (ProPO) system, suggesting an active immunosuppression process. Nevertheless, experimental evidence for this hypothesis is lacking: whether these parasites affect several immune pathways is unknown and the consequences of such immune change have not been investigated. In particular, the consequences for other pathogens are not known; neither are the links with other parasite-induced manipulations of the host. Firstly, using experimental infections of Pomphorhynchus laevis we confirmed that the lower immune activity in parasitised Gammarus pulex is induced by the parasite infection. Second, using natural infections of three different parasites, P. laevis, Pomphorhynchus tereticollis and Polymorphus minutus, we showed that acanthocephalan infection was associated with reduction of the activity of the ProPO system and the haemocyte concentration (two major parameters of crustacean immunity) suggesting that immune depression is a phenomenon affecting several immunological activities. This was confirmed by the fact that acanthocephalan infection (whatever the parasite species) was linked to a lower efficiency to eliminate a bacterial infection. The result suggests a cost of parasite immune depression. Finally, acanthocephalans are also known to induce behavioural alterations in the intermediate host which favour their transmission to definitive hosts. We did not find any correlation between behavioural and immunological alterations in both experimentally and naturally-infected gammarids. Overall, this study suggests that whilst immune depression might be beneficial to acanthocephalan survival within the intermediate gammarid host, it might also be costly if it increases host mortality to additional infections before transmission of the parasite.