Elevated parasite infection risk is considered to be a near universal cost of social living. However, living in groups may also provide benefits that reduce the negative impacts of infection. These potential ‘tolerance’ benefits of living socially are theoretically possible, but have rarely been described. In this study, we used an anthelmintic treatment experiment in wild Grant’s gazelles (Nanger granti), who are commonly infected with gastrointestinal nematodes (GIN), to show that social living confers both costs and benefits related to GIN parasitism. We show that although larger group size increases GIN infection risk, a key cost of GIN infection – the suppression of food intake − is simultaneously moderated by living in larger groups. Our findings help illuminate the complex role parasites play in the evolution of host social behavior.