To ensure survival, individuals constantly evaluate trade-offs between crucial biological systems, like the reproductive and immune systems. However, little is known about how social species balance interactions between immune system function and fluctuations in social status and reproductive fitness, particularly in fishes, the largest and most diverse group of vertebrates. The cichlid fish Astatotilapia burtoni is ideally suited to address this question because males and females cycle through social and reproductive states characterized by different physiologies. Here, we tested the hypothesis that immune responses differ with sex, social rank and reproductive state. Fish were injected near the caudal peduncle with phytohaemagglutnin (PHA), a lectin that stimulates localized inflammation, and changes in the width of the injection site were quantified. We show that reproductively-suppressed subordinate males have a greater change in the width than reproductively-active dominant males, indicative of the recruitment of more leukocytes and a stronger immune response, but there was no difference between males and females. Sectioned spleens in both sexes also showed differences in the quantity of macrophage centers, a marker of adaptive immunity, between PHA and vehicle-injected animals. Using qPCR, we also compare expression levels of pro-inflammatory cytokines in spleen and kidney of immune-challenged animals. Because little is known about how reproductive physiology influences immune responses in fishes, this research provides greater insight into how socially plastic animals’ balance these trade-offs, with important implications for other taxa that exist in dominance societies.