An organism's fitness is critically reliant on its immune system to provide protection against parasites and pathogens. The structure of even simple immune systems is surprisingly complex and clearly will have been moulded by the organism's ecology. The aim of this review and the theme issue is to examine the role of different ecological factors on the evolution of immunity. Here, we will provide a general framework of the field by contextualizing the main ecological factors, including interactions with parasites, other types of biotic as well as abiotic interactions, intraspecific selective constraints (life-history trade-offs, sexual selection) and population genetic processes. We then elaborate the resulting immunological consequences such as the diversity of defence mechanisms (e.g. avoidance behaviour, resistance, tolerance), redundancy and protection against immunopathology, life-history integration of the immune response and shared immunity within a community (e.g. social immunity and microbiota-mediated protection). Our review summarizes the concepts of current importance and directs the reader to promising future research avenues that will deepen our understanding of the defence against parasites and pathogens.