This is an excellent question. We mostly hear about parasites being attacked by white blood cells, but mites are obviously too large to be phagocytosed, and furthermore the white blood cells are in the mite's stomach by the time they come into contact with the mite. Yet, mites are usually too small for us to see, so we can't crush them like we crush fleas. I know that aphids are eaten by other insects, but they are macroscopic, and I don't have any macroscopic insects on my skin. At the same time, when people get sick they start to be at risk for mite infestations. Also, sometimes one individual who is asymptomatic will give a mite infection to another individual, through close contact, which then causes a visible immune reaction in the victim: small red bumps indicating the locations of bites. This suggests that the immune system might be involved.
One theory is that we are looking for something like a mobile bacterium, which could live inside human white blood cells. Normally the bacterium would be dormant, but when white blood cells are ingested by a flea or a mite, the bacterium would start reproducing and releasing chemicals to counteract digestion by the parasite. Eventually the bacterium, if clever enough, would release enough chemicals to kill the mite that ingested it. However, mites have short lifespans and therefore evolve much more quickly than humans do. Unless your body can upgrade its defenses at the same pace, it will fall behind and mites will evolve resistance to the bacteria and its chemicals. The bacteria could evolve within the body, but we have no way to measure their fitness until after they are swallowed by the mite. So how could your immune system keep track of which bacteria are still effective against your mites? How does it know which bacteria should multiply and be deployed against future mites, and which ones are no longer useful?
From an information theoretic standpoint, in order for coevolution to occur, there needs to be some way for the bacterium to get back to the original host after living inside the mite. One way to accomplish this is if the bacteria kill mites by crawling up their throats and blocking them. Then when the mites try to feed a second time, some of the bacteria will get regurgitated back into the blood of the host, where it could be scavenged and returned to the lymph nodes for selection and review by the immune system.
Such a bacterium exists. Let's give it an alias: Bacterium X. Bacterium X blocks the throats of many kinds of fleas, as is well known. It can live inside white blood cells, usually being dormant in lymph nodes. Mites are observed to feed poorly on mice that are infected with Bacterium X, although they feed well on healthy mice. Fleas can transmit Bacterium X to new hosts both before and after they become blocked. Blockage in susceptible fleas leads to death by starvation. The bacteria is endemic in rodents worldwide, and normally harmless. However, when a pandemic strain emerges then it can be exceptionally virulent, producing lethal bacteremia in both human and rodent hosts. The Bacterium X disease condition is often characterized by swelling of the lymph nodes where the bacterium resides. Presumably, some of the high infectivity of pathogenic strains of Bacterium X could be due to its role as an endosymbiont, and the immune system's consequent eagerness to scavenge it from the environment so that co-evolution may happen.
The relationship of Bacterium X with mites is not well studied, perhaps partly because mites haven't been observed to transmit it between rodents, as fleas do. But many of X's traits in mites could be expected to generalize from its behavior in fleas; for example, smaller-sized species of flea are more susceptible to blockage, suggesting that mites, which are smaller than fleas, should be even more vulnerable to attack by Bacterium X.
I haven't given the actual name of Bacterium X because I wanted others to have the chance to figure it out. However, it is known that human white blood cells can contain multiple species of bacteria capable of killing fleas, in addition to the particular one I described. For me, an interesting question here is whether these bacteria are doing this on purpose, and if so, how the body keeps them evolving so that it can win the biological arms race against mites. However, I have trouble finding actual discussion of these ideas in the scientific literature. It seems possible that we have a tendency to want to view inter-species interactions as primarily hostile or pathological rather than potentially cooperative. Perhaps there is some other reason why evidences of symbiosis seems to go unremarked-upon, even when they seem fairly apparent: an ability for a bacterium to reproduce inside human and rodent macrophages, for example, or to kill a common insect parasite...