Among terrestrial ectotherms, hibernation is a common response to extreme cold temperatures and is associated with reduced physiological rates, including immunity. When winter wanes and temperatures increase, so too do vital rates of both ectothermic hosts and their parasites. Due to metabolic scaling, if parasite activity springs back faster than host immune functions then cold seasons and transitions between cold and warm seasons may represent periods of vulnerability for ectothermic hosts. Understanding host regulation of physiological rates at seasonal junctions is a first step toward identifying thermal mismatches between hosts and parasites. Here we show that immune gene expression is responsive to transitions into and out of the cold season in a winter-adapted amphibian, the wood frog (Lithobates sylvaticus), and that frogs experienced parasitism by at least two nematode species throughout the entirety of the cold season. In both splenic and skin tissues, we observed a decrease in immune gene expression going from fall to winter, observed no changes between winter and emergence from hibernation, and observed increases in immune gene expression after hibernation ended. At all timepoints, differentially expressed genes from spleens were more highly enriched for immune system processes than those from ventral skin, especially with respect to terms related to adaptive immune processes. Infection with nematode lungworms was also associated with upregulation of immune processes in the spleen. We suggest that rather than being a period of stagnation, during which physiological processes and infection potential cease, the cold season is immunologically dynamic, requiring coordinated regulation of many biological processes, and that the reemergence period may be an important time during which hosts invest in preparatory immunity.