Ectoparasites of vertebrates often spend part of their life cycle in their hosts' home. Consequently, hosts should take into account the parasite infestation of a site when selecting where to live. In a field study, we investigated whether colonial female Bechstein's bats (Myotis bechsteinii) adapt their roosting behaviour to the life cycle of the bat fly Basilia nana in order to decrease their contact with infective stages of this parasite. B. nana imagoes live permanently on the bat's body but deposit puparia in the bat's roosts. The flies metamorphose independently in the roosts, but after metamorphosis emerge only in the presence of a potential host. In a field experiment, the bats preferred non-contagious to contagious day-roosts and hence were able to detect either the parasite load of roosts or some correlate with infestation, such as bat droppings. In addition, 9 years of observational data on the natural roosting behaviour of female Bechstein's bats indicate that the bats largely avoid re-occupying roosts when highly contagious puparia are likely to be present as a result of previous occupations of the roosts by the bat colony. Our results indicate that the females adapted their roosting behaviour to the age-dependent contagiousness (emergence probability) of the puparia. However, some infested roosts were re-occupied, which we assume was because these roosts provided advantages to the bats (e.g. a beneficial microclimate) that outweighed the negative effects associated with bat fly infestation. We suggest that roost selection in Bechstein's bats is the outcome of a trade-off between the costs of parasite infestation and beneficial roost qualities.