We tested the two main evolutionary hypotheses for an association between immunity and personality. The risk-of-parasitism hypothesis predicts that more proactive (bold, exploratory, risk-taking) individuals have more vigorous immune defenses because of increased risk of parasite exposure. In contrast, the pace-of-life hypothesis argues that proactive behavioral styles are associated with shorter lifespans and reduced investment in immune function. Mechanistically, associations between immunity and personality can arise because personality differences are often associated with differences in condition and stress responsiveness, both of which are intricately linked with immunity. Here we investigate the association between personality (measured as proactive exploration of a novel environment) and three indices of innate immune function (the non-specific first line of defense against parasites) in wild superb fairy-wrens Malurus cyaneus. We also quantified body condition, hemoparasites (none detected), chronic stress (heterophil:lymphocyte ratio) and circulating corticosterone levels at the end of the behavioral test (CORT, in a subset of birds). We found that fast explorers had lower titers of natural antibodies. This result is consistent with the pace-of-life hypothesis, and with the previously documented higher mortality of fast explorers in this species. There was no interactive effect of exploration score and duration in captivity on immune indices. This suggests that personality-related differences in stress responsiveness did not underlie differences in immunity, even though behavioral style did modulate the effect of captivity on CORT. Taken together these results suggest reduced constitutive investment in innate immune function in more proactive individuals.