Immune responses are intuitively beneficial, but they can incur a variety of costs, many of which are poorly understood. The nature and extent of trade-offs between immune activity and other components of the integrated phenotype can vary, and depend on the type of immune challenge, as well as the energetic costs of simultaneously expressing other traits. There may also be sex differences in both immune activity and immunity-induced trade-offs, particularly in the case of trade-offs involving functional traits such as whole-organism performance capacities that might be of different fitness value to males and females. We tested the response of three performance traits (sprinting, endurance, and biting) to two different immune challenges (LPS injection and wound healing) in both male and female Anolis carolinensis lizards. We found clear differences in how male and female performance capacities were affected by immune activation. LPS injection and wound healing had interactive effects on all three performance traits in males, but immune activation did not affect female performance. We also found that the degree of wound healing exhibited complex interactive effects involving sex and type of immune activation that varied depending on the performance trait in question. These results demonstrate that male and female green anoles experience different consequences of immune responses, and also that the type and extent of that activation can drive trait-specific performance trade-offs.