We consider a West Nile virus model with nonlocal diffusion and free boundaries, in the form of a cooperative evolution system that can be viewed as a nonlocal version of the free boundary model of Lin and Zhu (2017 J. Math. Biol. 75 1381-1409). The model is a representative of a class of 'vector-host' models. We prove that this nonlocal model is well-posed, and its long-time dynamical behaviour is characterised by a spreading-vanishing dichotomy. We also find the criteria that completely determine when spreading and vanishing can happen, revealing some significant differences from the model in Lin and Zhu (2017 J. Math. Biol. 75 1381-1409). It is expected that the nonlocal model here may exhibit accelerated spreading (see remark 1.4 part (c)), a feature contrasting sharply to the corresponding local diffusion model, which has been shown by Wang et al (2019 J. Math. Biol. 79 433-466) to have finite spreading speed whenever spreading happens. Many techniques developed here are applicable to more general cooperative systems with nonlocal diffusion.