Trade-offs between immune function and other physiological and behavioural processes are central in ecoimmunology, but one important problem is how to distinguish a reallocation of resources away from the immune system from a reallocation or redistribution within the immune system. While variation in baseline values of individual immune parameters is well established, studies in wild animals on multiple parameters during an immune response are lacking. It also remains to be tested whether and how immune responses correlate with baseline values that vary, for example, over the course of an annual cycle. We studied immunological responses to an endotoxin challenge in skylarks (Alauda arvensis), a partial migrant bird breeding in temperate zones. We compared birds injected with the endotoxin LPS with un-injected controls, characterizing immunological responses with leukocyte profiles, titres of lytic enzymes and natural antibodies, and concentrations of haptoglobin and heat shock proteins. We did this in five annual-cycle stages to test whether the response varied throughout the year. The endotoxin challenge affected six of 10 measured parameters. Lysis titres and proportions of heterophils increased; haptoglobin concentrations and proportions of lymphocytes, basophils and eosinophils decreased. The variable effects on different immune components demonstrate the complexity of an immune response. We found no evidence that the response differed between annual-cycle stages. The response was independent of baseline measures taken directly upon capture in the field, indicating that birds were facing no immunological ceiling when mounting an immune response. Values of five parameters collected under field conditions were significantly related to values taken under standardized laboratory conditions. We conclude that multiple parts of the immune system are modulated during an immunological response and that responses are not re-organized throughout the annual cycle.