Emerging diseases, such as the crayfish plague, are a worldwide problem with serious ecological and economic impacts. Under the framework of ecological immunology, we investigated whether variation in crayfish plague resistance, the indicators of immune defence (encapsulation response, phenoloxidase and lytic activity), and the exploration behaviour among four subpopulations of noble crayfish is explained by potential local adaptation through differences in crayfish plague history, or alternatively by geographical divergence in a large watershed. We examined whether the strength of immune defence is associated with survival and exploration behaviour. Survival time after experimental crayfish plague infection and phenoloxidase activity differed among the subpopulations of the watershed but did not reveal local adaptation to the disease. Increased investment in immune defence (i.e. encapsulation response) compromised survival time after infection, suggesting the self-reactivity costs of mounting a strong immune response. Exploration behaviour was negatively associated with phenoloxidase activity before and after immune challenge.