Inbreeding, reproduction between relatives, often impinges on the health and survival of resulting offspring. Such inbreeding depression may manifest itself through immunological costs as inbred individuals suffer increased propensity to disease, infection and parasites compared to outbred conspecifics. Here, we assess how the intestinal parasite loads of wild banded mongooses (Mungos mungo) vary with pedigree inbreeding coefficient (f) and standardized multi-locus heterozygosity. We find a significant association between increased heterozygosity and lower parasite loads; however, this correlation does not stand when considering f. Such findings may be explained by local genetic effects, linkage between genetic markers and genes influencing parasite burdens. Indeed, we find heterozygosity at certain loci to correlate with parasite load. Although these tentative local effects are lost following multiple test correction, they warrant future investigation to determine their strength and impact. We also suggest frequent inbreeding within banded mongooses may mean heterozygosity is a better predictor of inbreeding than pedigree f. This is because inbreeding facilitates linkage disequilibrium, increasing the chances of neutral markers representing genome-wide heterozygosity. Finally, neither f nor heterozygosity had a significant influence on the loads of two specific gastrointestinal parasites. Nevertheless, more heterozygous individuals benefited from reduced overall parasitic infection and genetic diversity appears to explain some variation in parasite burdens in the banded mongoose.