Laboratory and field experiments have demonstrated in many cases that malaria vectors do not feed randomly, but show important preferences either for infected or non-infected hosts. These preferences are likely in part shaped by the costs imposed by the parasites on both their vertebrate and dipteran hosts. However, the effect of changes in vector behaviour on actual parasite transmission remains a debated issue. We used the natural associations between a malaria-like parasite Polychromophilus murinus, the bat fly Nycteribia kolenatii and a vertebrate host the Daubenton's bat Myotis daubentonii to test the vector's feeding preference based on the host's infection status using two different approaches: 1) controlled behavioural assays in the laboratory where bat flies could choose between a pair of hosts; 2) natural bat fly abundance data from wild-caught bats, serving as an approximation of realised feeding preference of the bat flies. Hosts with the fewest infectious stages of the parasite were most attractive to the bat flies that did switch in the behavioural assay. In line with the hypothesis of costs imposed by parasites on their vectors, bat flies carrying parasites had higher mortality. However, in wild populations, bat flies were found feeding more based on the bat's body condition, rather than its infection level. Though the absolute frequency of host switches performed by the bat flies during the assays was low, in the context of potential parasite transmission they were extremely high. The decreased survival of infected bat flies suggests that the preference for less infected hosts is an adaptive trait. Nonetheless, other ecological processes ultimately determine the vector's biting rate and thus transmission. Inherent vector preferences therefore play only a marginal role in parasite transmission in the field. The ecological processes rather than preferences per se need to be identified for successful epidemiological predictions.