Parasitism can negatively affect learning and cognition, setting the scene for coevolution between brain and immunity. Greater susceptibility to parasitism by males may impair their cognitive ability, and relatively greater male investment in immunity could compensate for greater susceptibility to parasites, in particular when males have a relatively large brain. We analysed covariation between relative size of immune defence organs and brain in juvenile and adult birds. The relative size of the bursa of Fabricius and the spleen in adults covaried positively with relative brain size across bird species. The relative size of these two immune defence organs covaried with sex differences in relative size of the brain, indicating that the relationship between immune defence and brain size was stronger for males. In contrast, liver and heart size or sexual size dimorphism in size did not covary with immune defence. Thus, species in which males have relatively large brains also have relatively large immune defence organs.