Constitutive innate immunity is the first lined of defence against infections, but the causes determining its variability among species are poorly understood. The pace of life hypothesis predicts that species with a fast speed of life, characterized by high energy turnover and short developmental time, invest relatively little in defence in favour of growth and early reproduction, whereas 'slow-living' species are predicted to invest more resources into costly defence. We conducted phylogenetic comparative analysis on 105 European bird species and determined that the number of leukocytes, and the levels of natural antibodies (NAbs) and complement, measured on adult birds, increased or tended to positively correlate with the length of incubation period. However, we found that the length of incubation and fledging periods have opposite effects on immune defence (i.e. immune parameters show a negative association with the length of fledging period). Our results suggest that the contrasting effects of the incubation and fledging periods are related to the timing of the development of immune cells and of NAbs and complement, which largely mature during the embryonic phase of development. In support of this hypothesis, we found that species with a long relative incubation period [i.e. whose total pre-fledging developmental time (incubation plus fledging) consists largely of the incubation period] invested more in constitutive innate immunity. Finally, in support of the pace of life hypothesis, for a subsample of 63 species, we found that the basal metabolic rate significantly or tended to negatively correlate with immune measures.