Recent interest has focused on immune response in an evolutionary context, with particular attention to disease resistance as a life-history trait, subject to trade-offs against other traits such as reproductive effort. Immune defense has several characteristics that complicate this approach, however; for example, because of the risk of autoimmunity, optimal immune defense is not necessarily maximum immune defense. Two important types of cost associated with immunity in the context of life history are resource costs, those related to the allocation of essential but limited resources, such as energy or nutrients, and option costs, those paid not in the currency of resources but in functional or structural components of the organism. Resource and option costs are likely to apply to different aspects of resistance. Recent investigations into possible trade-offs between reproductive effort, particularly sexual displays, and immunity have suggested interesting functional links between the two. Although all organisms balance the costs of immune defense against the requirements of reproduction, this balance works out differently for males than it does for females, creating sex differences in immune response that in turn are related to ecological factors such as the mating system. We conclude that immune response is indeed costly and that future work would do well to include invertebrates, which have sometimes been neglected in studies of the ecology of immune defense.