Organisms theoretically manage their immune systems optimally across their life spans to maximize fitness. However, we lack information on (1) how the immune system is managed across life-history stages, (2) whether the sexes manage immunity differentially, and (3) whether immunity is repeatable within an individual. We present a within-individual, repeated-measures experiment examining life-history stage variation in the inflammatory immune response in the zebra finch (Taeniopygia guttata). In juveniles, age-dependent variation in immune response differed in a sex- and context-specific manner, resulting in no repeatability across stages. In adults, females displayed little stage-dependent variation in immune response when laying while receiving a high-quality (HQ) diet; however, laying while receiving a low-quality (LQ) diet significantly reduced both immune responses and reproductive outputs in a manner consistent with a facultative (resource-driven) effect of reproduction on immunity. Moreover, a reduced immune response in females who were raising offspring while receiving an HQ diet suggests a residual effect of the energetic costs of reproduction. Conversely, adult males displayed no variation in immune responses across stages, with high repeatability from the nonbreeding stage to the egg-laying stage, regardless of diet quality (HQ diet, r = 0.51; LQ diet, r = 0.42). Females displayed high repeatability when laying while receiving the HQ diet (r = 0.53); however, repeatability disappeared when individuals received the LQ diet. High-response females receiving the HQ diet had greater immune flexibility than did low-response females who were laying while receiving the LQ diet. Data are consistent with immunity being a highly plastic trait that is sex-specifically modulated in a context-dependent manner and suggest that immunity at one stage may provide limited information about immunity at future stages.