Fitness benefits associated with the development of a costly immune system would include not only self-protection against pathogenic microorganisms but also protection of host offspring if it reduces the probability and the rate of vertical transmission of microorganisms. This possibility predicts a negative relationship between probabilities of vertical transmission of symbionts and level of immune response that we here explore inter-specifically. We estimated eggshell bacterial loads by culturing heterotrophic bacteria, Enterococcus, Staphylococcus and Enterobacteriaceae on the eggshells of 29 species of birds as a proxy of vertical transmission of bacteria from mother to offspring. For this pool of species, we also estimated innate immune response (natural antibody and complement (lysis)) of adults, which constitute the main defence against bacterial infection. Multivariate general linear models revealed the predicted negative association between natural antibodies and density of bacteria on the eggshell of 19 species of birds for which we sampled the eggs in more than one nest. Univariate analyses revealed significant associations for heterotrophic bacteria and for Enterobacteriaceae, a group of bacteria that includes important pathogens of avian embryos. Therefore, these results suggest a possible trans-generational benefit of developing a strong immune system by reducing vertical transmission of pathogens.