In the context of sexual and natural selection, an allocation trade-off for carotenoid pigments may exist because of their obligate dietary origin and their role both in the antioxidant and immune systems and in the production of coloured signals in various taxa, particularly birds. When birds have expended large amounts of carotenoids to feather growth such as after autumn moult, bird health and oxidative status might be more constrained. We tested this hypothesis in a bird species with carotenoid-based plumage colour, by manipulating dietary carotenoids and physical activity, which can decrease antioxidant capacity and increase reactive oxygen metabolite (ROM) concentration. Great tits were captured after moult and kept in aviaries, under three treatments: physical handicap and dietary supplementation with carotenoids, physical handicap and control diet, and no handicap and control diet. We measured plasma composition (antioxidant capacity, ROM concentration, and vitamin A, vitamin E and total carotenoid concentrations), immune system activation (blood sedimentation) and stress response (heterophil/ lymphocyte ratio) and predicted that handicap treatment should influence these negatively and carotenoid supplementation positively. Coloration of yellow feathers was also measured. Carotenoid supplementation increased total plasma carotenoid concentration, decreased feather carotenoid chroma and marginally increased ROM concentration. Handicap increased blood sedimentation only in males but had no clear influence on oxidative stress, which contradicted previous studies. Further studies are needed to investigate how physical activity and carotenoid availability might interact and influence oxidative stress outside the moult period, and their combined potential influence on attractiveness and reproductive investment later during the breeding season.