In animals, events occurring early in life can have profound effects on subsequent life‐history events. Early developmental stresses often produce negative long‐lasting impacts, although positive effects of mild stressors have also been documented. Most studies of birds have investigated the effects of events occurring at early developmental stages on the timing of migration or reproduction, but little is known on the long‐term effects of these early events on moulting and plumage quality. We exposed European starling Sturnus vulgaris nestlings to an immune challenge to assess the effects of a developmental stress on the timing of the first (post‐juvenile) and second (post‐breeding) complete annual moult, the length of the flight feathers, and the length and colouration of ornamental throat feathers. The nestlings were transferred to indoor aviaries before fledgling and kept in captivity until the end of post‐breeding moult. Individuals treated with Escherichia coli lypopolysaccharide (LPS) started both moult cycles earlier compared to control siblings. Moult duration was unaffected by the immune challenge, but an advanced moult onset resulted in a longer moult duration. Moreover, female (but not male) throat feather colouration of LPS‐injected individuals showed a reduced UV chroma. We argue that an early activation of the immune system caused by LPS may allow nestlings to better cope with post‐fledging stresses and lead to an earlier moult onset. The effect of early LPS exposure was remarkably persistent, as it was still visible more than one year after the treatment, and highlighted the importance of early developmental stresses in shaping subsequent major life‐history traits, including the timing of moult in birds.