Concurrent infections with multiple parasites are ubiquitous in nature. Coinfecting parasites can interact with one another in a variety of ways, including through the host's immune system via mechanisms such as immune trade-offs and immunosuppression. These within-host immune processes mediating interactions among parasites have been described in detail, but how they scale up to determine disease dynamic patterns at the population level is only beginning to be explored. In this review, we use helminth-microparasite coinfection as a model for examining how within-host immunological effects may influence the ecological outcome of microparasitic diseases, with a specific focus on disease invasion. The current literature on coinfection between helminths and major microparasitic diseases includes many studies documenting the effects of helminths on individual host responses to microparasites. In many cases, the observed host responses map directly onto parameters relevant for quantifying disease dynamics; however, there have been few attempts at integrating data on individual-level effects into theoretical models to extrapolate from the individual to the population level. Moreover, there is considerable variability in the particular combination of disease parameters affected by helminths across different microparasite systems. We develop a conceptual framework identifying some potential sources of such variability: Pathogen persistence and severity, and resource availability to hosts. We also generate testable hypotheses regarding diseases and the environmental contexts when the effects of helminths on microparasite dynamics should be most pronounced. Finally, we use a case study of helminth and mycobacterial coinfection in the African buffalo to illustrate both progress and challenges in understanding the population-level consequences of within-host immunological interactions, and conclude with suggestions for future research that will help improve our understanding of the effects of coinfection on dynamics of infectious diseases.