Sex differences in parasitism are common and may depend on sex differences in intensity of sexual competition, immunosuppression, or exposure to parasites. We used a large data set on the mass of two immune defense organs in birds (the bursa of Fabricius and the spleen) to test for consistent sex differences in immune defense. Males had a relative spleen mass that was consistently smaller, but more variable, than that of females across species of birds. A sex difference in the size of the spleen was not present among juveniles but was large and statistically significant among adults. The suppression of spleen mass in adult males increased with a measure of intensity of sexual selection: the frequency of extra-pair paternity. These findings suggest that sex differences in parasitism may arise as a consequence of sex differences in immune function, as mediated by sexual selection.