Acquired energetic resources allocated to a particular trait cannot then be re-allocated to a different trait. This often results in a trade-off between survival and reproduction for the adults of many species, but such a trade-off may be manifested differently in juveniles not yet capable of reproduction. Whereas adults may allocate resources to current and/or future reproduction, juveniles can only allocate to future reproduction. Thus, juveniles should allocate resources toward traits that increase survival and their chances of future reproductive success. We manipulated allocation of resources to performance, via endurance exercise training, to examine trade-offs among endurance capacity, immune function and growth in juvenile green anole lizards. We trained male and female captive anoles on a treadmill for 8 weeks, with increasing intensity, and compared traits with those of untrained individuals. Our results show that training enhanced endurance capacity equally in both sexes, but immune function was suppressed only in females. Training had no effect on growth, but males had higher growth rates than females. Previous work showed that trained adults have enhanced growth, so juvenile growth is either insensitive to stimulation with exercise, or they are already growing at maximal rates. Our results add to a growing body of literature indicating that locomotor performance is an important part of life-history trade-offs that are sex and age specific.