Reactive oxygen and nitrogen species produced by metabolism and immune defenses can cause extensive damage to biomolecules. To counteract this damage, organisms rely on exogenous and endogenous antioxidants, although their relative importance in maintaining redox balance is unclear. We supplemented captive greenfinches with dietary antioxidants--carotenoids and vitamin E--and injected them with an inflammatory agent, phytohemagglutinin. Compared to controls, immune-challenged birds circulated more lipid peroxidation products but also increased total plasma antioxidativity. Carotenoid (but not vitamin E) supplementation generally reduced lipid peroxidation, but this did not compensate for the effects of immune activation. Levels of an endogenous antioxidant--uric acid--strongly contributed to plasma antioxidativity. We found no evidence that dietary antioxidants are immunostimulatory. These results demonstrate the antioxidant function of carotenoids in birds and show that simultaneous assessment of oxidative stress-driven damage, antioxidant barrier, and individual antioxidants is critical for explaining the potential costs of immune system activation.