Parasitic infections consist of a succession of steps during which hosts and parasites interact in specific manners. At each step, hosts can use diverse defence mechanisms to counteract the parasite's attempts to invade and exploit them. Of these steps, the penetration of parasites into the host is a key step for a successful infection and the epithelium is the first line of host defence. The shedding of this protective layer (moulting) is a crucial feature in the life cycle of several invertebrate and vertebrate taxa, and is generally considered to make hosts vulnerable to parasites and predators. Here, we used the crustacean Daphnia magna to test whether moulting influences the likelihood of infection by the castrating bacterium Pasteuria ramosa. This parasite is known to attach to the host cuticula before penetrating into its body. We found that the likelihood of successful parasite infection is greatly reduced if the host moults within 12 h after parasite exposure. Thus, moulting is beneficial for the host being exposed to this parasite. We further show that exposure to the parasite does not induce hosts to moult earlier. We discuss the implications of our findings for host and parasite evolution and epidemiology.