Individuals vary in their immune response and, as a result, some are more susceptible to infectious disease than others. Little is known about the nature of this individual variation in natural populations, or which components of immune pathways are most responsible, but defining this underlying landscape of variation is an essential first step to understanding the drivers of this variation and, ultimately, predicting the outcome of infection. We describe transcriptome-wide variation in response to a standardised immune challenge in wild field voles. We find that genes (hereafter 'markers') can be categorised into a limited number of types. For the majority of markers, the response of an individual is dependent on its baseline expression level, with significant enrichment in this category for conventional immune pathways. Another, moderately sized, category contains markers for which the responses of different individuals are also variable but independent of their baseline expression levels. This category lacks any enrichment for conventional immune pathways. We further identify markers which display particularly high individual variability in response, and could be used as markers of immune response in larger studies. Our work shows how a standardised challenge performed on a natural population can reveal the patterns of natural variation in immune response.