A thorough knowledge of relationships between host genotype and immunity to parasitic infection is required to understand parasite-mediated mechanisms of genetic and population change. It has been suggested that immunity may decline with inbreeding. However, the relationship between inbreeding level and a host's response to a novel immune challenge has not been investigated in a natural population. We used the pedigreed population of song sparrows (Melospiza melodia) inhabiting Mandarte Island, Canada, to test the hypothesis that a sparrow's cell-mediated immune response (CMI) to an experimental challenge would decline with individual or parental inbreeding. CMI in 6-day-old chicks declined significantly with their mother's coefficient of inbreeding, demonstrating an inter-generational effect of maternal inbreeding on offspring immunity. In fledged juveniles and adult sparrows, CMI declined markedly with an individual's own coefficient of inbreeding, but not its mother's. This relationship was consistent across seasons, and was not attributable solely to heterosis in offspring of immigrant breeders. CMI also declined with age and increased with body condition in adult sparrows, but inbreeding explained 37% of the total variation. We emphasize the implications of this dramatic inbreeding depression in cell-mediated immunity for theories of parasite-mediated evolution and the susceptibility of small, inbred populations.