Costs of immunity are widely believed to play an important role in life history evolution, but most studies of ecological immunology have considered only single aspects of immune function. It is unclear whether we should expect correlated responses in other aspects of immune function not measured, because individual branches of immune defence may differ in their running costs and thus may compete unequally for limiting resources, resulting in negatively correlated evolution. In theory such selection pressure may be most intense where species are hosts to more virulent parasites, thus facing a higher potential cost of parasitism. These issues are relatively unstudied, but could influence the efficacy of attempting to estimate the scale and cost of host investment in immune defence. Here, in a comparative study of birds we found that species that scavenge at carcasses, that were hypothesised to be hosts to virulent parasites, had larger spleens for their body size and higher blood total leukocyte concentrations (general measures of immune function) than non-scavengers. These results support the hypothesis that scavengers are subject to strong parasite-mediated selection on immune defences. However, measures of specific branches of immune function revealed that scavengers had a relatively lower proportion of lymphocytes than phagocytic types of leukocytes, suggesting robust front line immune defences that could potentially reduce the need for mounting relatively energetically costly lymphocyte-dependent immune responses. Following experimental inoculation, scavengers produced significantly larger humoral immune responses, but not cell-mediated immune responses, than non-scavengers. However, the sizes of cell-mediated and humoral immune responses were not correlated across species. These results suggest that single measures of immune defence may not characterise the overall immune strategy, or reveal the likely costs involved.