It is well established that parasites can have profound effects on the behaviour of host organisms, and that individual differences in behaviour can influence susceptibility to parasite infections. Recently, two major themes of research have developed. First, there has been a growing interest in the proximate, mechanistic processes underpinning parasite-associated behaviour change, and the interactive roles of the neuro-, immune, and other physiological systems in determining relationships between behaviour and infection susceptibility. Secondly, as the study of behaviour has shifted away from one-off measurements of single behaviours and towards a behavioural syndromes/personality framework, research is starting to focus on the consequences of parasite infection for temporal and contextual consistency of behaviour, and on the implications of different personality types for infection susceptibility. In addition, there is increasing interest in the potential for relationships between cognition and personality to also have implications for host-parasite interactions. As models well-suited to both the laboratory study of behaviour and experimental parasitology, teleost fish have been used as hosts in many of these studies. In this review we provide a broad overview of the range of mechanisms that potentially generate links between fish behaviour, personality, and parasitism, and illustrate these using examples drawn from the recent literature. In addition, we examine the potential interactions between cognition, personality and parasitism, and identify questions that may be usefully investigated with fish models.