Previous results have shown frequent movements of crevice-dwelling bats between different shelters. Low roost fidelity of some dwelling bat species reduces the reproductive success of ectoparasites. The question of whether high densities of bat bugs (Cimex pipistrelli) represent a cost for crevice-dwelling bats (Pipistrellus pygmaeus), resulting in roost switching, has been examined. Sessions in a volary equipped with two bat boxes were carried out. One of the boxes was loaded with ectoparasites (low and high densities), the other served as a control and new roost for bats, which left the loaded box. Differences in the level of bat self-grooming, movements inside experimental boxes, and leaving the boxes between experiments with bat bugs and controls were significant. Allogrooming was observed only in few cases; therefore, the hypothesis of cooperation among individual bats in defense against bat bugs was rejected. Experiments with artificial parasitation, when bugs were added to a bat roost, showed that leaving a confined roost infested by bat bugs, i.e., roost switching, is a natural reaction of crevice-dwelling bat species, which reduces parasite load.