Our vigilant immune systems are ready to mount an attack as soon as an invading pathogen is spotted. But what is the cost of keeping this sophisticated defense system on red alert? In a provocative Perspective, Read and Allen discuss new findings showing that the cost of immune defense in animals is very high (Moret and Schmid-Hempel), and the claim that, in some circumstances, the cost may be worth the benefit gained (Nunn et al.).