Sex differences in immune function are relatively well studied in vertebrate animals, although the patterns are not always clear in birds. The study of immune responses in nestlings of wild bird populations may constitute an appropriate way to investigate inherent intersexual differences while controlling for environmental conditions such as parasitism that affect male and female individuals growing in the same nest. We studied whether the cell-mediated immune response, as measured by phytohaemagglutinin (PHA) injection, and the levels of circulating antibodies differ between sexes of Pied Flycatcher nestlings Ficedula hypoleuca. No sex differences in nestling cell-mediated immune response were found, but females showed significantly higher levels of plasma immunoglobulins than males did. Although nestling birds may not have a fully functional humoral immune defence, our study indicates that sex differences in the humoral component exist at this early stage of life. Given the importance of antibodies in the fight against parasite, bacterial and viral infections, the intrinsic sex disparity in circulating antibodies may have important implications for the life history of each sex.