Urban and forest habitats differ in many aspects that can lead to modifications of the immune system of wild animals. Altered parasite communities, pollution, and artificial light at night in cities have been associated with exacerbated inflammatory responses, with possibly negative fitness consequences, but few data are available from free-living animals. Here, we investigate how urbanization affects major immune pathways and experimentally test potentially contributing factors in blue tits (Cyanistes caeruleus) from an urban and forest site. We first compared breeding adults by quantifying the mRNA transcript levels of proteins associated with anti-bacterial, anti-malarial (TLR4, LY86) and anti-helminthic (Type 2 transcription factor GATA3) immune responses. Adult urban and forest blue tits differed in gene expression, with significantly increased TLR4 and GATA3, but not LY86, in the city. We then experimentally tested whether these differences were environmentally induced by cross-fostering eggs between the sites and measuring mRNA transcripts in nestlings. The populations differed in reduced reproductive success, with a lower fledging success and lower fledgling weight recorded at the urban site. This mirrors the findings of our twin study reporting that the urban site was severely resource limited when compared to the forest. Because of low urban survival, robust gene expression data were only obtained from nestlings reared in the forest. Transcript levels in these nestlings showed no (TLR4, LY86), or weak (GATA3), differences according to their origin from forest or city nests, suggesting little genetic or maternal contribution to nestling immune transcript levels. Lastly, to investigate differences in parasite pressure between urban and forest sites, we measured the prevalence of malaria in adult and nestling blood. Prevalence was invariably high across environments and not associated with the transcript levels of the studied immune genes. Our results support the hypothesis that inflammatory pathways are activated in an urban environment and suggest that these differences are most likely induced by environmental factors.