A central hypothesis of ecological immunology is that immune defences are traded off against competing physiological and behavioural processes. During energetically demanding periods, birds are predicted to switch from expensive inflammatory responses to less costly immune responses. Acute phase responses (APRs) are a particularly costly form of immune defence, and, hence, seasonal modulations in APRs are expected. Yet, hypotheses about APR modulation remain untested in free-living organisms throughout a complete annual cycle. We studied seasonal modulations in the APRs and in the energy budgets of skylarks Alauda arvensis, a partial migrant bird from temperate zones that experiences substantial ecological changes during its annual cycle. We characterized throughout the annual cycle changes in their energy budgets by measuring basal metabolic rate (BMR) and body mass. We quantified APRs by measuring the effects of a lipopolysaccharide injection on metabolic rate, body mass, body temperature, and concentrations of glucose and ketone. Body mass and BMR were lowest during breeding, highest during winter and intermediate during spring migration, moult and autumn migration. Despite this variation in energy budgets, the magnitude of the APR, as measured by all variables, was similar in all annual cycle stages. Thus, while we find evidence that some annual cycle stages are relatively more energetically constrained, we find no support for the hypothesis that during these annual cycle stages birds compromise an immune defence that is itself energetically costly. We suggest that the ability to mount an APR may be so essential to survival in every annual cycle stage that skylarks do not trade off this costly form of defence with other annual cycle demands.