Immune-challenged vertebrate and invertebrate females can transfer immunity to their offspring. This trans-generational immune priming (TGIP) is beneficial for the offspring if the maternal infection risk persists across generations. However, because immunity is costly, fitness consequences of TGIP have been found in primed offspring. Furthermore, transferring immunity to offspring may be costly for immune-challenged females who are also carrying the costs of their immune response. A negative relationship between levels of immunity between mothers and offspring might therefore be expected. Consistent with this hypothesis, we show that in the insect, Tenebrio molitor, the magnitude of antibacterial immune response of immune-challenged females negatively correlates with levels of antibacterial activity of their eggs. This negative relationship was only present in small females that are inherently of lower quality. Furthermore, female body size did not affect immune responsiveness to the challenge, indicating that small females favoured their immunity at the expenses of that of their eggs.