In the last decade, house sparrow populations have shown a general decline, especially in cities. Avian malaria has been recently suggested as one of the potential causes of this decline, and its detrimental effects could be exacerbated in urban habitats. It was initially thought that avian malaria parasites would not have large negative effects on wild birds because of their long co-evolution with their hosts. However, it is now well-documented that they can have detrimental effects at both the primo- and chronical infection stages. In this study, we examined avian malaria infection and its physiological and morphological consequences in four populations of wild house sparrows (2 urban and 2 rural). We did not find any relationship between the proportions of infected individuals and the urbanisation score calculated for our populations. However, we observed that the proportion of infected individuals increased during the course of the season, and that juveniles were less infected than adults. We did not detect a strong effect of malaria infection on physiological, morphological and condition indexes. Complex parasite dynamics and the presence of confounding factors could have masked the potential effects of infection. Thus, longitudinal and experimental studies are needed to understand the evolutionary ecology of this very common, but still poorly understood, wild bird parasite.