Migratory birds are exposed to at least two different parasite faunas during their annual cycle, while resident birds only experience a single parasite fauna. Migratory birds should therefore have evolved mechanisms to control or reduce the negative impact of infections from a more diverse parasite fauna. In a comparison of pairs of closely related species of birds that differ with respect to whether they are migratory or residents, the size of two immune defence organs (the bursa of Fabricius and the spleen) was consistently larger in the migratory species. Since the bursa is only found in juvenile, sexually immature birds, we conclude that immune defence adaptations to the impact of a more diverse parasite fauna in migrants already exist before the start of the first migration. Interspecific differences in investment in immune defence between migratory and resident birds have implications for our understanding of complex host–parasite interactions, the acquisition of new hosts by parasites, and the susceptibility of migratory birds to environmental perturbations.