Ecological and social factors are central in the emergence and transmission of infectious diseases, thus bearing the potential for shaping a species' immune functions. Although previous studies demonstrated a link between social factors and the cellular immune system for captive mammals, it is yet poorly understood how ecological factors are connected with the different branches of the immune system in wild populations. Here, we tested how variation in aspects of the constitutive cellular and humoral immune system of free ranging bats is associated with two ecological factors that likely influence the putative risk of species to become infected by parasites and pathogens: diet and shelter. We found that white blood cell counts of 24 syntopic Neotropical bat species varied with the species' diet and body mass. Bats that included at least partially vertebrates in their diet exhibited the highest white blood cell counts, followed by phytophagous and insectivorous species, which is in agreement with the assumption that the immune system varies with the pathogen transmission risk of a trophic level. The soluble part of the constitutive immune response, assessed by an in vitro bacterial killing assay, decreased with increasing roost permanence. Our results suggest that the ecology is an important factor in the evolution of the immune system in bats and probably also other mammals.