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Synopsis Immunopathology, or the harm caused to an organism’s own tissues during the activation of its immune system, carries substantial costs. Moreover, avoiding this self-harm may be an important mechanism underlying tolerance of infection, helping to reducing fitness costs without necessarily clearing parasites. Despite the apparent benefits of minimizing immunopathology, such damage persists across a range of host species. Prior work has explored a trade-off with resistance during a single infection as a potential driver of this persistence, with some collateral damage being unavoidable when killing parasites. Here, we present an additional trade-off that could favor the continued presence of immunopathology: robust immune responses during initial infection (e.g., innate immunity in vertebrates) can induce stronger memory (adaptive immunity), offering protection from future infections. We explore this possibility in an adaptive dynamics framework, using theoretical models parameterized from an ecologically relevant host-parasite system, house finches (Haemorhous mexicanus) infected with the bacterial pathogen, Mycoplasma gallisepticum. We find that some degree of immunopathology is often favored when immunopathology during first infection either reduces susceptibility to or enhances recovery from second infection. Further, interactions among factors like transmission rate, recovery rate, background mortality, and pathogen virulence also shape these evolutionary dynamics. Most notably, the evolutionary stability of investment in immunopathology is highly dependent upon the mechanism by which hosts achieve secondary protection (susceptibility vs. recovery), with the potential for abrupt evolutionary shifts between high and low investment under certain conditions. These results highlight the potential for immune memory to play an important role in the evolutionary persistence of immunopathology and the need for future empirical research to reveal the links between immunopathology during initial infections and longer-term immune protection.