When resources are limited, parents should decide the optimal number, size, and sex of progeny, and offspring should decide the optimal allocation of resources to different costly functions, such as growth and immunity. We manipulated clutch sizes of Eurasian kestrels by one egg to estimate possible cumulative effects of incubation and chick rearing costs on parental body condition, feeding effort, and offspring viability. No obvious effects of clutch size manipulations on feeding effort were found while feeding effort was adjusted to the original clutch size. Enlarged and control nests suffered from higher nestling mortality than reduced nests, and chicks of the enlarged group were in poorer body condition than chicks of the reduced group. Controlling for body mass, male chicks exhibited lower cell-mediated immunity assessed by a cutaneous hypersensitivity response than females, but only in treatments suffering from food restrictions, as indicated by chick starvation. These novel results reveal inter-sexual differences in physiological strategies in early life, suggesting sex-related differences in susceptibility to disease and consequently in survival prospects of offspring.