Because parasite faunas typically show considerable spatio–temporal variation, and because parasites can have important fitness consequences, host defence mechanisms, including the immune system, can be expected to coevolve with natal dispersal, i.e. the movement of a newborn individual from its site of birth to its first site of reproduction. We demonstrate that immigrant individuals show a significantly higher humoral immune response towards a novel antigen than do local recruits in two independent populations of the great tit (Parus major). There was no effect of age, sex, tarsus length or body mass on immune responsiveness. Our results are consistent with the idea that phenotype–dependent dispersal and/or dispersal–by–phenotype–dependent selection establish a relation between immune responsiveness and natal dispersal.