Severe malarial anemia (SMA) is a complication caused by Plasmodium infection. SMA is associated with an increased morbidity and mortality rate, due to an imbalanced cross-talk between immunity and erythropoiesis. Our study explores the impact of this interplay and the role of HFE on the development of SMA. Comparative analyses were conducted in wild-type and HFE-deficient mice, infected with Plasmodium chabaudi chabaudi, a strain causing high degrees of hemolysis. Although all mice survived the infection, the absence of HFE led animals to develop a lower parasitemia, when compared to wild-type. The anemic profile of deficient animals was improved. An increased bone marrow erythropoiesis was accompanied by a reduced red blood cells (RBCs) production in the spleen, known as stress erythropoiesis. This finding correlated to a robust activation of the immune system. An enhanced innate and adaptive immune response was found in mice deprived of HFE, in response to malaria. Specifically, a pronounced activation of CD4+/B cell axis was observed in relation to wild-type, in addition to a compensatory upregulation of MHC II. The exposure of HFE-deficient mice to a second Plasmodium infection, to mimic endemic occurrences, promoted a long-term immunity that influenced erythropoietin concentration and improved erythropoiesis. Changes in iron (Fe) metabolism were also compared upon infection, given the role of HFE as Fe sensor. Overall, our data demonstrated that the absence of HFE in mice prevented the severity of malaria by improving the cross-talk between immunity and erythropoiesis