Understanding the complexity of host immune responses to parasite infection requires controlled experiments that can inform observational field studies. Birds and their malaria parasites provide a useful model for understanding host-parasite relationships, but this model lacks a well-described experimental context for how hosts respond immunologically to infection. Here, ten canaries (Serinus canaria) were infected with the avian malaria parasite Plasmodium relictum (lineage SGS1) in a controlled laboratory setting with ten uninfected (control) birds. A suite of immunological blood parameters, including the concentration of four white blood cell types, the concentration of the acute phase protein haptoglobin, and the bacteria-killing ability of blood plasma, were repeatedly measured over a 25-day period covering the acute phase of a primary infection by P. relictum. Three infected and one control bird died during the course of the experiment. A multivariate statistical analysis of the immune indices revealed significant differences between infected and uninfected individuals between 5 and 14 days postinfection (dpi). Group differences corresponded to reduced concentrations of lymphocytes (5 dpi), heterophils (8 dpi), and monocytes (11 and 14 dpi), and an increase in haptoglobin (14 dpi), in infected birds relative to uninfected controls, and no change in bacteria-killing. Upon re-running the analysis with only the surviving birds, immunological differences between infected and control birds shifted to between 11 and 18 dpi. However, there were no clear correlates relating immune parameters to the likelihood of surviving the infection. The results presented here demonstrate the dynamic and complex nature of avian immune function during the acute phase of malaria infection and provide a context for studies investigating immune function in wild birds.