There are three main hypotheses that explain how the evolution of parasite virulence could be linked to the evolution of secondary sexual traits, such as bird song. First, as Hamilton and Zuk proposed a role for parasites in sexual selection, female preference for healthy males in heavily parasitized species may result in extravagant trait expression. Second, a reverse causal mechanism may act, if sexual selection affects the coevolutionary dynamics of host-parasite interactions per se by selecting for increased virulence. Third, the immuno-suppressive effects of ornamentation by testosterone or limited resources may lead to increased susceptibility to parasites in species with elaborate songs. Assuming a coevolutionary relationship between parasite virulence and host investment in immune defense we used measures of immune function and song complexity to test these hypotheses in a comparative study of passerine birds. Under the first two hypotheses we predicted avian song complexity to be positively related to immune defense among species, whereas this relationship was expected to be negative if immuno-suppression was at work. We found that adult T-cell mediated immune response and the relative size of the bursa of Fabricius were independently positively correlated with a measure of song complexity, even when potentially confounding variables were held constant. Nestling T-cell response was not related to song complexity, probably reflecting age-dependent selective pressures on host immune defense. Our results are consistent with the hypotheses that predict a positive relationship between song complexity and immune function, thus indicating a role for parasites in sexual selection. Different components of the immune system may have been independently involved in this process.