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Host-parasite interactions are central in evolutionary and behavioural ecology. In the last few years, skin injections of the mitogen Phytohaemagglutinin (PHA) have become one of the most important and widely used in-vivo assays of immune function in birds. However, there are no studies of the circadian variation suggesting that care should be taken interpreting results when using this technique. This 3-year study assessed PHA responses as a function of daylight time in 310 Eurasian kestrel Falco tinnunculus nestlings at 24 days of age in Central Spain. I found that T-cell-mediated immunity was positively related to nestling mass and varied among years. Controlling for these variables, I also found that T-cell-mediated immunity decreased with the hour of sampling, and that this pattern was consistent between years. In addition, I found that at the end of the day only, T-cell-mediated immunity decreased with brood size. Parasites seem not to be behind this pattern, but I suggest that the cumulative effect of sibling competition during the day might explain the decrease of cellular immunity with the hour of sampling. Thus, I strongly recommend that future studies of cellular immunity should control for this potential source of variation when nestling self-maintenance is evaluated by the PHA-induced skin-swelling response.