There is increasing evidence that reactive oxygen species (ROS), a group of unstable and highly reactive chemical molecules, play a key role in regulating and maintaining life-history trade-offs. Upregulation of ROS in association with immune activation is costly because it may result in an imbalance between pro- and antioxidants and, hence, oxidative damage. Previous research aimed at quantifying this cost has mostly focused on changes in the pro-/antioxidant balance subsequent to an immune response. Here, we test the hypothesis that systemic ROS may constrain immune activation. We show that systemic, pre-challenge superoxide (SO) levels are negatively related to the strength of the subsequent immune response towards the mitogen phytohaemagglutinin in male, but not female painted dragon lizards (Ctenophorus pictus). We therefore suggest that systemic SO constrains immune activation in painted dragon males. We speculate that this may be due to sex-specific selection pressures on immune investment. © 2011 The Royal Society.