Host individuals are often coinfected with diverse parasite assemblages, resulting in complex interactions among parasites within hosts. Within hosts, priority effects occur when the infection sequence alters the outcome of interactions among parasites. Yet, the role of host immunity in this process remains poorly understood. We hypothesized that the host response to the first infection could generate priority effects among parasites, altering the assembly of later-arriving strains during epidemics. We tested this by infecting sentinel host genotypes of Plantago lanceolata with strains of the fungal parasite Podosphaera plantaginis and measuring susceptibility to subsequent infection during experimental and natural epidemics. In these experiments, prior infection by one strain often increased susceptibility to other strains, and these facilitative priority effects altered the structure of parasite assemblages, but this effect depended on host genotype, host population and parasite genotype. Thus, host genotype, spatial structure and priority effects among strains all independently altered parasite assembly. Using a fine-scale survey and sampling of infections on wild hosts in several populations, we then identified a signal of facilitative priority effects, which altered parasite assembly during natural epidemics. Together, these results provide evidence that within-host priority effects of early-arriving strains can drive parasite assembly, with implications for how strain diversity is spatially and temporally distributed during epidemics.