In altricial birds, asynchronous hatching often results in a size hierarchy among nestlings. However, laying order and hatching order may affect components of offspring condition differentially. Since parasites can have a heavy impact on their hosts, strategies may have evolved that allow parents and offspring to allocate critical resources to immunity depending on hatching order. In this study of the Barn Swallow Hirundo rustica we (1) analyse the relationship between laying and hatching order of eggs, (2) compare morphological, serological and immunological traits between early- and late-hatched siblings, and (3) compare the begging behaviour of early- and late-hatched nestlings. Hatching order strictly reflected laying order. Late-hatched chicks begged more for food but had smaller body mass throughout the nestling period. Immunoglobulin concentration and intensity of T cell-mediated immunity were larger in late-hatched nestlings. Large concentration of immunoglobulins in late-hatched nestlings may reflect transfer of immunity from the mother via the egg. Alternatively, in association with larger T cell-mediated immunity, immunoglobulin production may indicate larger investment in immunity by late-hatched nestlings. Laying order and hatching order may therefore affect components of nestling condition differentially.