Environmental conditions play a major role in shaping the spatial distributions of pathogens, which in turn can drive local adaptation and divergence in host genetic diversity. Haemosporidians, such as Plasmodium (malaria), are a strong selective force, impacting survival and fitness of hosts, with geographic distributions largely determined by habitat suitability for their insect vectors. Here, we have tested whether patterns of fine‐scale local adaptation to malaria are replicated across discrete, ecologically differing island populations of Berthelot's pipits Anthus berthelotii . We sequenced TLR4, an innate immunity gene that is potentially under positive selection in Berthelot's pipits, and two SNPs previously identified as being associated with malaria infection in a genome‐wide association study (GWAS) in Berthelot's pipits in the Canary Islands. We determined the environmental predictors of malaria infection, using these to estimate variation in malaria risk on Porto Santo, and found some congruence with previously identified environmental risk factors on Tenerife. We also found a negative association between malaria infection and a TLR4 variant in Tenerife. In contrast, one of the GWAS SNPs showed an association with malaria risk in Porto Santo, but in the opposite direction to that found in the Canary Islands GWAS. Together, these findings suggest that disease‐driven local adaptation may be an important factor in shaping variation among island populations.