A simple version of the immunocompetence handicap hypothesizes that through condition-dependence, the size of the sexual trait may be positively related to immune function at the population level. In the present study, we investigated the relationship between sexual advertisement and immune function in a natural population of male wolf spiders, Hygrolycosa rubrofasciata (Araneae: Lycosidae). Males of H. rubrofasciata have a costly and condition-dependent acoustic signal, courtship drumming. In the mating season, males drum against dry leaves while wandering around the habitat searching for receptive females. Males increase their mating success by increasing their drumming rate and mobility. We used drumming rate and mobility measured without female proximity as estimates of sexual advertisement. As estimates of male immune function, we used encapsulation rate and lytic activity. Encapsulation rate is a common challenging technique, which measures immune response against multicellular parasites. Lytic activity is a monitoring technique, which measures immune response against pathogens. Our results show that males with higher drumming rate had higher encapsulation rate. This suggests that females might use drumming rate as a signal for choosing males with good immunocompetence. Moreover, our results show that males with higher mobility had higher lytic activity. As females are more likely to encounter those males that have higher mobility, this might also select males with better immune function. Our results suggest that the immunocompetence handicap might work also among spiders, although we could not assess the causality of the relationship between sexual selection and immune function in this correlational study.