Understanding the relationships among immune components in free-living animals is a challenge in ecoimmunology, and it is important not only for selecting the immune assays to be used but also for more knowledgeable interpretation of results. In this study, we investigated the relationships among six immune defense indexes commonly used by ecoimmunologists and measured simultaneously in individual free-living tree swallows. Three main axes of variation in immune function were identified using a principal components analysis, representing variation in T-cell, B-cell, and innate immunity. Measures within each axis tended to be positively correlated among individuals, while measures in different axes were uncorrelated. A trade-off between T-cell function and B-cell function became apparent only when variation among individuals in body condition, age, and general quality was taken into account. Interestingly, the level of natural antibodies, a component of innate immunity, showed the strongest association with components of acquired B-cell function, possibly reflecting a common underlying genetic mechanism, as has been documented in poultry. Our results indicate that despite the complexity of the immune system, important insights can be gained by using the currently available assays but in a more comprehensive approach than has generally been used in the field of ecoimmunology.