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It is believed that when birds are infected with species of malarial parasites not found in their natural habitat, it can lead to serious negative consequences for the infected individuals. Given global warming and the potential expanding range of vectors, there is a growing threat of infection to bird species in northern latitudes that have never been exposed to tropical malarial species. In our study, we infected two groups of young siskins (Spinus spinus). One group was infected with a parasite species known to transmit in the North Palearctic, Plasmodium relictum (SGS1 lineage). The second group was infected with a parasite transmitted in Central and Southern Africa, P. ashfordi (GRW2 lineage). We compared the effects on the birds’ physiological state using parameters like resting metabolic rate (RMR) and interleukin-6 (IL-6) levels. RMR gives insight into the energetic cost of the disease, and IL-6 is a pro-inflammatory cytokine indicative of the acute phase response within the innate immune system. Our results reveal that during the acute phase of SGS1 infection, there is a decrease in RMR and a reduction in IL-6 levels in siskins. For the GRW2 group, a similar trend in IL-6 was observed during the acute phase but not in the later stages of chronic infection. The RMR dynamics in the GRW2-infected siskins differed significantly from those in the SGS1 group. However, the question arises as to how adequately the method based on oxygen consumption is used to assess the cost of immune response during infection. The primary target affected by plasmodium parasites is the blood cells. Extensive anemia caused by oxygen deprivation is a consequence of significant destruction of affected erythrocytes. In other words, we are trying to assess changes in oxygen consumption when the transporting substrate for oxygen is destroyed. Furthermore, the destruction of erythrocytes is not just cell death but also the significant release of cytotoxic hemoglobin and heme. As a result, the excess heme, due to its oxidative action, contributes to serious damage to the vascular tissue of various organs and other erythrocytes, leading to hemolytic anemia. Therefore, when we talk about the cost of overcoming malarial infection in energy units, it should be taken into account that the infection itself changes the quantity of the substrate that carries oxygen. The energy of the organism of the diseased animal is directed not only towards forming an immune response but also towards recovery tasks after the impact of toxic heme, which may significantly affect our results.