Environmental conditions during early development can profoundly influence an individual's phenotype. Development requires simultaneous maturation and orchestration of multiple physiological systems creating the potential for interaction among key systems and requiring substantial resources. We investigated the influence of thermoregulation on immunocompetence in Wood Duck ducklings (Aix sponsa). At both 1 and 2 days post hatch (dph) we evaluated ducklings' abilities to thermoregulate during a thermal challenge at one of four temperatures (36 [thermoneutral controls], 20, 10, or 5°C). At 3 dph, ducklings received a superficial wound, which was monitored until full recovery to quantify wound healing ability, an ecologically relevant, integrative measure of immune function. We demonstrated that duckling body temperature decreased with increasing thermal challenge severity, thermoregulatory ability increased with age, and thermoregulation had temperature-dependent effects on the immune system. Specifically, a more severe thermal challenge (5°C) resulted in decreased immune performance when compared to a mild challenge (20°C). We conclude that early thermoregulatory experiences are influential in shaping immune responses early in development. Furthermore, our results emphasize that future studies of environmental stressors need to consider multiple physiological endpoints since interaction among systems can result in competing physiological demands. J. Exp. Zool. 319A: 422–429, 2013. © 2013 Wiley Periodicals, Inc.