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Immune responses are highly dynamic. The magnitude and efficiency of an immune response to a pathogen can change markedly across individuals, and such changes may be influenced by variance in a range of intrinsic (e.g. age, genotype, sex) and external (e.g. abiotic stress, pathogen identity, strain) factors. Life history theory predicts that up‐regulation of the immune system will come at a physiological cost, and studies have confirmed that increased investment in immunity can reduce reproductive output and survival. Furthermore, males and females often have divergent reproductive strategies, and this might drive the evolution of sex‐specific life history trade‐offs involving immunity, and sexual dimorphism in immune responses per se. Here, we employ an experiment design to elucidate dose‐dependent and sex‐specific responses to exposure to a nonpathogenic immune elicitor at two scales – the ‘ultimate’ life history and the underlying ‘proximate’ immune level in Drosophila melanogaster. We found dose‐dependent effects of immune challenges on both male and female components of reproductive success, but not on survival, as well as a response in antimicrobial activity. These results indicate that even in the absence of the direct pathogenic effects that are associated with actual disease, individual life histories respond to a perceived immune challenge – but with the magnitude of this response being contingent on the initial dose of exposure. Furthermore, the results indicate that immune responses at the ultimate life history level may indeed reflect underlying processes that occur at the proximate level.