Within-year variation in infection is a ubiquitous feature of natural populations, but is determined by a complex interplay of environmental, parasitological and host factors. At the same time, co-infection is the norm in the wild. Longitudinal dynamics of co-infecting parasites may therefore be further complicated by covariation across multiple parasites. Here, we used fecal parasite egg and oocyst counts collected repeatedly from individually marked wild Soay sheep to investigate seasonal dynamics of six gastrointestinal parasite groups. Prevalence and abundance tended to be higher in spring and summer, and abundance was higher in lambs compared to adults. We found that within-year variation in highly prevalent strongyle nematode counts was dependent on adult reproductive status, where reproductive ewes had distinct dynamics compared to males and barren ewes. For similarly prevalent coccidia we found an overall peak in oocyst counts in spring but no differences among males, barren and pregnant ewes. Using multivariate mixed-effects models, we further show that apparent positive correlation between strongyle and coccidia counts was driven by short-term within-individual changes in both counts rather than long-term among-individual covariation. Overall, these results demonstrate that seasonality varies across demographic and parasite groups and highlight the value of investigating co-infection dynamics over time.