Asynchronous hatching of eggs in avian clutches produces a size hierarchy among nestlings that may lead to variation within broods in resistance to pathogens or parasites. In this study, we tested several predictions regarding variation in immunocompetence and distribution of parasites within avian broods by combining parasite removal and carotenoid supplementation treatments in nests of mountain bluebirds Sialia currucoides. Last-hatched nestlings were less likely to invest carotenoids in an induced cell-mediated immune response, suggesting they may be more susceptible to parasites; however, parasite removal disproportionately benefited middle-ranked nestlings. This supports the hypothesis that some avian ectoparasites balance host resistance against nutritional benefits by preferentially parasitizing nestlings of intermediate quality and immunocompetence. We found no evidence that males positioned last in the hatching sequence were differentially affected by ectoparasites, and, contrary to some previous studies in other passerines, last-hatched nestlings in asynchronously hatching broods were not less immunocompetent than their nest mates. In fact, junior nestlings exhibited weaker immune responses than their siblings in more synchronously hatching broods, and we suggest this may reflect environment-dependent maternal effects that warrant further investigation. Overall, our results highlight the importance of understanding the feeding and host selection behaviour of ectoparasites, as well as the fitness consequences thereof, since many predictions related to within-brood distribution of parasites require that parasites are able to discern the relative quality of available hosts.