Consistent individual differences in behaviour are widespread in animals, but the proximate mechanisms driving these differences remain largely unresolved. Parasitism and immune challenges are hypothesized to shape the expression of animal personality traits, but few studies have examined the influence of neonatal immune status on the development of adult personality. We examined how non-pathogenic immune challenges, administered at different stages of development, affected two common measures of personality, activity and exploratory behaviour, as well as colour-dependent novel object exploration in adult male mallard ducks (Anas platyrhynchos). We found that individuals that were immune-challenged during the middle (immediately following the completion of somatic growth) and late (during the acquisition of nuptial plumage) stages of development were more active in novel environments as adults relative to developmentally unchallenged birds or those challenged at an earlier developmental time point. Additionally, individuals challenged during the middle stage of development preferred orange and avoided red objects more than those that were not immune-challenged during development. Our results demonstrate that, in accordance with our predictions, early-life immune system perturbations alter the expression of personality traits later in life, emphasizing the role that developmental plasticity plays in shaping adult personality, and lending support to recent theoretical models that suggest that parasite pressure may play an important role in animal personality development.