Hosts have evolved a diverse range of defence mechanisms in response to challenge by infectious organisms (parasites and pathogens). Whether defence is through avoidance of infection, control of the growth of the parasite once infected, clearance of the infection, tolerance to the disease caused by infection or innate and/or acquired immunity, it will have important implications for the population ecology (epidemiology) of the host-parasite interaction. As a consequence, it is important to understand the evolutionary dynamics of defence in the light of the ecological feedbacks that are intrinsic to the interaction. Here, we review the theoretical models that examine how these feedbacks influence the nature and extent of the defence that will evolve. We begin by briefly comparing different evolutionary modelling approaches and discuss in detail the modern game theoretical approach (adaptive dynamics) that allows ecological feedbacks to be taken into account. Next, we discuss a number of models of host defence in detail and, in particular, make a distinction between 'resistance' and 'tolerance'. Finally, we discuss coevolutionary models and the potential use of models that include genetic and game theoretical approaches. Our aim is to review theoretical approaches that investigate the evolution of defence and to explain how the type of defence and the costs associated with its acquisition are important in determining the level of defence that evolves.