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Reproduction entails costs, and disentangling the relative importance of each stage of the reproductive cycle may be important to assess the costs and benefits of different reproductive strategies. We studied the early costs of reproduction in oviparous and viviparous lizard females of the bimodal reproductive species Zootoca vivipara. Egg retention time in oviparous females is approximately one-third of the time in viviparous females. We compared the vitellogenesis and egg retention stages that are common to both reproductive modes. Precisely, we monitored the thermoregulatory behaviour, the weight gain and the immunocompetence of the females. Moreover, we injected an antigen in half of the females (immune challenge) to study the trade-offs between reproductive mode and immune performance and between different components of the immune system. Finally, we experimentally induced parturition in viviparous females at the time of egg laying in oviparous females. Oviparous and viviparous females did not show strong differences in response to the immune challenge. However, viviparous females spent more time thermoregulating while partially hidden and gained more weight than oviparous females. The greater weight gain indicates that the initial period of egg retention is less costly for viviparous than for oviparous females or that viviparous females are able to save and accumulate energy at this period. This energy may be used by viviparous females to cope with the subsequent costs of the last two-third of the gestation. Such an ability to compensate the higher costs of a longer egg retention period may account for the frequent evolution of viviparity in squamate reptiles.