Reproduction is a demanding phase of bird's life cycle and imposes various physiological challenges. Increasing oxidative stress (OS) has been proposed as one of the costs associated with reproduction. In this study, we investigate the level of OS in a small Arctic seabird, the little auk Alle alle in relation to sex and phase of breeding (incubation, chick‐rearing). We also examine whether OS is related to the birds leucocyte profile. We expected increase in OS with the progress of breeding period (due to increasing energetic demands) and higher values in females (due to high initial investments in production of a large egg). Surprisingly, we found higher OS during incubation compared to chick‐rearing period, suggesting that incubation is a highly demanding reproductive phase in terms of oxidative balance. We suggests that those changes may be attributed to changes in hormone levels affecting oxidative status. Also, in contrasts to our expectations, we did not find sex differences in OS throughout the studied periods of breeding. Finally, we found positive relationships between OS level and haematological parameters: heterophils/lymphocytes ratio, number of leucocytes and lymphocytes per 10 000 erythrocytes, suggesting the effect of the oxidative stress on the immunological system.