Malaria parasites must undergo a round of sexual reproduction in the blood meal of a mosquito vector to be transmitted between hosts. Developing a transmission-blocking intervention to prevent parasites from mating is a major goal of biomedicine, but its effectiveness could be compromised if parasites can compensate by simply adjusting their sex allocation strategies. Recently, the application of evolutionary theory for sex allocation has been supported by experiments demonstrating that malaria parasites adjust their sex ratios in response to infection genetic diversity, precisely as predicted. Theory also predicts that parasites should adjust sex allocation in response to host immunity. Whilst data are supportive, the assumptions underlying this prediction - that host immune responses have differential effects on the mating ability of males and females - have not yet been tested. Here, we combine experimental work with theoretical models in order to investigate whether the development and fertility of male and female parasites is affected by innate immune factors and develop new theory to predict how parasites' sex allocation strategies should evolve in response to the observed effects. Specifically, we demonstrate that reactive nitrogen species impair gametogenesis of males only, but reduce the fertility of both male and female gametes. In contrast, tumour necrosis factor-α does not influence gametogenesis in either sex but impairs zygote development. Therefore, our experiments demonstrate that immune factors have complex effects on each sex, ranging from reducing the ability of gametocytes to develop into gametes, to affecting the viability of offspring. We incorporate these results into theory to predict how the evolutionary trajectories of parasite sex ratio strategies are shaped by sex differences in gamete production, fertility and offspring development. We show that medical interventions targeting offspring development are more likely to be 'evolution-proof' than interventions directed at killing males or females. Given the drive to develop medical interventions that interfere with parasite mating, our data and theoretical models have important implications.