Social insect colonies have evolved collective immune defences against parasites. These 'social immune systems' result from the cooperation of the individual group members to combat the increased risk of disease transmission that arises from sociality and group living. In this review we illustrate the pathways that parasites can take to infect a social insect colony and use these pathways as a framework to predict colony defence mechanisms and present the existing evidence. We find that the collective defences can be both prophylactic and activated on demand and consist of behavioural, physiological and organisational adaptations of the colony that prevent parasite entrance, establishment and spread. We discuss the regulation of collective immunity, which requires complex integration of information about both the parasites and the internal status of the insect colony. Our review concludes with an examination of the evolution of social immunity, which is based on the consequences of selection at both the individual and the colony level.