The effect of helminthiasis on host immunity is a neglected area of research, particularly in tuberculosis (TB) infection. This study aimed to evaluate the effect of helminthiasis on immunological and haematological parameters in newly diagnosed TB patients in Bobo-Dioulasso. After all biological analyses, we formed three subpopulations: group 1 (n = 82), as control, were participants without helminthic or Mycobacterium tuberculosis complex infection (Mtb−/Helm−), group 2 (n = 73) were TB patients without helminthic infection (Mtb+/Helm−), and group 3 (n = 22) were TB patients with helminthic infection (Mtb+/Helm+). The proportion of helminth coinfection was 23.16% (22/95) in TB patients, and Schistosoma mansoni infection was found in 77.3% (17/22) cases of helminthiasis observed in this study. A low CD4 T cell count and a low CD4:CD8 ratio were significantly associated with concomitant infection with helminths and the Mtb complex (Mtb+/Helm+) compared to the other groups (p < 0.05). However, there was no statistically significant difference in the CD8 median among the three participating groups (p > 0.05). Lymphopenia, monocytosis, thrombocytosis, and hypochromic microcytic anaemia were the haematological defects observed in the Mtb+/Helm+ and Mtb+/Helm− patients. Exploring these types of immune–haematological biomarkers would be a valuable aid in diagnosing and a better follow-up and monitoring of the tuberculosis–helminthiasis coinfection.