In animals yellow-orange-red sexual traits pigmented by carotenoids have been suggested to act as signals of current health. Because carotenoids have important physiological functions, individuals might trade-off allocating these pigments to self-maintenance versus coloration. Carotenoids may act as scavengers of free radicals that are released during an immune response. Here, we experimentally assessed whether a local cell-mediated immune response affects circulating carotenoids, antioxidant status, oxidative damage and the expression of a carotenoid-based trait. Male red-legged partridges (Alectoris rufa) were subcutaneously injected with phytohaemagglutinin (PHA) or with phosphate buffer solution (controls). The effect of the treatment on circulating carotenoids, total plasma antioxidant status (TAS), lipid oxidative damage in erythrocytes (TBARS) and ornamentation was assessed. Immune challenge induced a 13% decrease in circulating carotenoids within 24 h. However, this treatment did not affect TAS, TBARS or coloration. Coloration, circulating carotenoids and cell-mediated immune response were positively correlated, but these were not related to TAS or TBARS. Carotenoids were only weakly related to TAS after controlling for the effect of uric acid levels. These results suggest that carotenoid-based ornaments may honestly indicate immunocompetence but probably not antioxidant capacity in this species, and that carotenoids might be relatively weak antioxidants in the plasma. Furthermore, even a relatively harmless and locally elicited immune challenge had important effects on circulating carotenoids, but this effect did not appear to be associated with oxidative stress. Alternative mechanisms linking carotenoids to immunity (not necessarily relying on the use of these pigments as antioxidants) should be considered in future studies on birds.