The gut microbiota-immune-brain axis is a feedback network which influences diverse physiological processes and plays a pivotal role in overall health and well-being. Although research in humans and laboratory mice has shed light into the associations and mechanisms governing this communication network, evidence of such interactions in wild, especially in young animals, is lacking. We therefore investigated these interactions during early development in a population of common buzzards (Buteo buteo) and their effects on individual condition. In a longitudinal study, we used a multi-marker approach to establish potential links between the bacterial and eukaryotic gut microbiota, a panel of immune assays and feather corticosterone measurements as a proxy for long-term stress. Using Bayesian structural equation modelling, we found no support for feedback between gut microbial diversity and immune or stress parameters. However, we did find strong relationships in the feedback network. Immunity was negatively correlated with corticosterone levels, and microbial diversity was positively associated with nestling body condition. Furthermore, corticosterone levels and eukaryotic microbiota diversity decreased with age while immune activity increased. The absence of conclusive support for the microbiota-immune-brain axis in common buzzard nestlings, coupled with the evidence for stress mediated immunosuppression, suggests a dominating role of stress-dominated maturation of the immune system during early development. Confounding factors inherent to wild systems and developing animals might override associations known from adult laboratory model subjects. The positive association between microbial diversity and body condition indicates the potential health benefits of possessing a diverse and stable microbiota.