Avian embryos are exposed to yolk androgens that are incorporated into the egg by the ovulating female. These steroids can affect several aspects of embryo development, often resulting in increases in overall size or the speed of growth of different traits. However, several studies suggest that they also entail immune costs to the offspring. In this study, we explored whether variation in yolk androgen concentration affected several measures of the constitutive and cell-mediated immune axes in the spotless starling (Sturnus unicolor). Using a within-brood design, we injected different doses of androgens (testosterone and androstenedione) into the eggs. Our study showed that experimentally increased yolk androgens led to sex-specific immunosuppression in both the innate and adaptive axes of the immune system. Both cell-mediated immune response (CMI) and lysozyme activity decreased with increasing androgen levels injected into the egg in the case of male nestlings, whereas there were no effects on females. The effects that we found were always linear: no quadratic or threshold patterns were detected. We found no effects of the experimental treatment in hemolysis or agglutination capacity, but these measures were negatively correlated with CMI, suggesting negative correlation among different branches of the immune system. Blood (trypanosomes and hemosporidians) and intestinal (coccidia) parasites were not affected by the experimental increase of yolk androgen levels. Our results show that in our study species yolk androgens induce immunosuppression in some axes of the male nestling immune system. Further studies should analyze the proximate causes for these contrasting effects in different axes of the immune system and the reason for the differential impact on males and females.