Investment in immune function can be costly, and life-history theory predicts trade-offs between immune function and other physiological demands. Environmental heterogeneity may constrain or change the optimal strategy and thereby alter baseline immune function (possibly mediated by stress responses). We tested several hypotheses relating variation in climatic, ecological, and social environments to chronic stress and levels of baseline innate immunity in a wild, cooperatively breeding bird, the purple-crowned fairy-wren (Malurus coronatus coronatus). From samples collected biannually over 5 yr, we quantified three indexes of constitutive innate immune function (haptoglobin/PIT54, natural antibodies, complement activity) and one index of chronic stress (heterophil-lymphocyte ratio; ). Using an information-theoretic and multimodel inference statistical approach, we found that habitat quality and social group size did not affect any immune index, despite hypothesized links to resource abundance and parasite pressure. Rather, short-term variation in temperature and rainfall was related to immune function, while overall differences between seasons were small or absent, despite substantial seasonal variation in climate. Contrary to our expectation, we found no evidence that physiological stress mediated any effects of short-term climatic variables on immune indexes, and alternative mechanisms may be involved. Our results may be interpreted from the perspective of reactive scope models, whereby predictive homeostasis maintains standing immune function relative to long-term demands, while short-term environmental change, being less predictable, has a greater influence on baseline immune function.