The immune function of wild animals has been rather little studied. Wild animals’ immune function may differ from that of laboratory bred animals because of their different environments. This idea follows from the concept of resource partitioning in which animals distribute scarce resources to all aspects of life, including to costly immune responses. A logical extension of this idea is that there may be substantial interindividual variation in the immune function of wild animals. To begin to investigate this, we compared the immune function of a laboratory bred mouse strain (C57BL/6, a widely used mouse strain that makes potent immune responses) and wild caught Mus musculus. We found that by most measures of immune function, the wild caught mice had greater immune function. Specifically, wild mice had greater concentrations and more avid antigen‐specific IgG responses, as well as higher concentrations of total IgG and IgE, compared with those laboratory bred mice. Moreover, flow cytometric analysis showed a comparatively greater overall level of activation of the cells of the immune system in wild mice. Lastly, we observed that immune function was substantially more variable among wild caught mice than among the laboratory bred mice. The next research challenge is to understand which aspects of an individual animal’s life determine its immune function.