When faced with a stressor, vertebrates can rapidly increase the secretion of glucocorticoids, which is thought to improve the chances of survival. Concurrent changes in other physiological systems, such as the reproductive endocrine or innate immune systems, have received less attention, particularly in wild vertebrates. It is often thought that glucocorticoids directly modulate immune performance during a stress response, but, in many species, androgens also rapidly respond to stress. However, to our knowledge, no study has simultaneously examined the interactions between the glucocorticoid, androgen, and innate immune responses to stress in a wild vertebrate. To address this issue, we tested the hypothesis that the change in plasma corticosterone (CORT) in response to the acute stress of capture and restraint is correlated with the concurrent changes in plasma testosterone (T) and innate immune performance (estimated by the capacity of plasma to agglutinate and lyse foreign cells) in the Abert's Towhee (Melozone aberti). Furthermore, to broaden the generality of the findings, we compared male and female towhees, as well as males from urban and non-urban populations. Acute stress increased plasma CORT, decreased plasma T in males, and decreased innate immune performance, but the increase in CORT during stress was not correlated with the corresponding decreases in either plasma T or innate immunity. By contrast, the plasma T stress response was positively correlated with the innate immune stress response. Collectively, our results challenge the proposition that the glucocorticoid stress response is correlated with the concurrent changes in plasma T, a key reproductive hormone, and innate immunity, as estimated by agglutination and lysis.