Predation risk may affect the allocation priorities of limiting resources by potential prey. Investment in immune function should receive reduced priority, when hosts are exposed to predators because of the costs of immune function. We tested this hypothesis by randomly exposing adult house sparrows, Passer domesticus, to either a cat, Felis catus, or a rabbit, Oryctolagus cuniculus, for 6 h while assessing their ability to raise a T-cell–mediated immune response to a challenge with phytohemagglutinin. Sparrows exposed to a cat had a significant reduction of, on average, 18% and 36% in T-cell response in two different experiments compared with sparrows that were exposed to a rabbit. In a field experiment with a barn owl, Tyto alba, or a rock dove, Columba livia, placed next to a nest-box during laying, we found a mean reduction in T-cell–mediated immune response of 20%. In males, the reduction in cell-mediated immune response owing to cat exposure increased with increasing size of the badge, which is a secondary sexual character, but only during the breeding season. In a third experiment, house sparrows were either exposed to a barn own, T. alba, or a rock dove, C. livia, and development of malarial infections was recorded during the following 6 weeks. Individual sparrows exposed to a predator had a higher prevalence and intensity of Haemoproteus malarial infection than did control individuals. Therefore, exposure to predators reduced their ability of hosts to cope with parasitism mediated through effects on immune function.