Migratory shorebirds (Charadrii) show a strong dichotomy in their breeding and wintering strategies: Arctic-breeding species typically spend the wintering season in marine habitats, while more southerly breeding species tend to do so in freshwater habitats where pathogens and parasites, particularly vector-borne blood parasites, are generally more abundant. Thus, it has been hypothesized that the former group may reduce their investment in immunity, but experimental data supporting this hypothesis are lacking. Moreover, whether this contrasting habitat selection can shape investments in immunocompetence among populations within a species is uncertain. We experimentally tested the hypothesis that there is a significant association between habitat occupancy and the strength of a pro-inflammatory immune response in the Dunlin (Calidris alpina), a widely distributed long-distance migratory shorebird that breeds in (sub-)arctic areas and winters mainly, but not exclusively, in coastal habitats. Overwintering Dunlins occupying inland freshwater and marine habitats at a similar latitude were captured and acclimated under identical conditions in outdoor aviaries. After an acclimation period, they were challenged with phytohemagglutinin to assess the pro-inflammatory immune response and its associated energetic costs, measured by basal metabolic rate (BMR) and body mass changes. We found that freshwater Dunlins exhibited a higher (63%) pro-inflammatory immune response than marine Dunlins. Although this difference did not involve significant BMR changes, the time course of body mass response differed between freshwater and marine individuals. Our findings point to the existence of different pro-inflammatory immune responses and body mass adjustments associated with the wintering habitat. These intraspecific differences are likely due to population adaptation rather than phenotypic plasticity, where not only disease risk but also physiological adaptations to different salinity levels could play an important role.