The loss of regulating agents such as parasites is among the most important changes in biotic interactions experienced by populations established in newly colonized areas. Under a relaxed parasite pressure, individuals investing less in costly immune mechanisms might experience a selective advantage and become successful colonizers as they re‐allocate resources to other fitness‐related traits. Accordingly, a refinement of the evolution of increased competitive ability (EICA) hypothesis proposed that immunity of invasive populations has evolved toward a reduced investment in innate immunity, the most costly component of immunity, and an increased humoral immunity that is less costly. Biogeographical approaches comparing populations between native and expansion ranges are particularly relevant in exploring this issue, but remain very scarce. We conducted a biogeographical comparison between populations of Spectacled Thrush (Turdus nudigenis) from the native area (South America) and from the expansion range (Caribbean islands). First, we compared haemosporidian prevalence and circulating haptoglobin (an acute‐phase protein produced during inflammation). Second, we challenged captive birds from both ranges with Escherichia coli lipopolysaccharides (LPS) and measured postchallenge haptoglobin production and body mass change. Birds from the expansion range showed lower haemosporidian prevalence and lower levels of haptoglobin than birds from the native range. In addition, the inflammation elicited by LPS injection and its associated cost in terms of body mass loss were lower in birds from the expansion range than in birds from the native range. In accordance with the enemy release hypothesis, our results suggest that range expansion is associated with a reduced infection risk. Our study also supports the hypothesis that individuals from newly established populations have evolved mechanisms to dampen the inflammatory response and are in accordance with one prediction of the refined EICA hypothesis, proposed to understand biological invasions.