The immune response is affected by aridity, but it has been rarely examined in desert-dwelling bats. For two consecutive years, we examined the seasonal variation in the innate immune response of an insular desert bat, the fish-eating myotis (Myotis vivesi), in relation to its reproductive activity and ectoparasite load. We evaluated the reproductive activity based on external morphological traits and testosterone levels in the plasma for males and progesterone and estradiol for females. We injected phytohemagglutinin (PHA) into the footpads of the bats to estimate the innate cellular response, and we measured the bacterial killing ability (BKA) of the blood plasma to determine the innate humoral response. Both the external morphological traits and hormone levels indicate that the females were pregnant in spring and lactating in summer, and that the males were reproductively active in autumn, when mating probably occurred. The swelling response of the female and male bats was lower in spring. The BKA in the males did not vary seasonally; the BKA in the females varied seasonally but only in the first year of the study, with lower values in spring and summer. The BKA in spring was lower in the first year of the study, when the females appeared to be in early pregnancy, compared to the second year, when the females were in advanced pregnancy. The swelling increased as the body mass and body conditions of the males increased, but the BKA was not correlated with body mass or body condition in either sex. Ectoparasite abundance and prevalence did not vary among seasons. Ectoparasite abundance was not correlated with the PHA response in both sexes; it was not correlated with the BKA in females, but it was inversely correlated in males. Of the three hormones measured, only estradiol was correlated with the immune response: females with higher estradiol levels had a higher PHA response and BKA. Our findings indicate that the cellular and humoral innate immune responses of the fish-eating myotis varied throughout the year, following the seasonal reproductive pattern of the species. Our evaluation of the proximal factors affecting the expression of the immune response points to the potential immunoregulatory role of sex hormones and body mass.