Ingestion of lead (Pb) shot pellets constitutes the main cause of Pb poisoning in avifauna. We studied the effects of sublethal Pb exposure on immunity, carotenoid-based coloration, oxidative stress and trade-offs among these types of responses during spring and autumn in red-legged partridges (Alectoris rufa). We evaluated constitutive immunity testing lysozyme and natural antibody levels, and blood bactericidal and phagocytic activities. We studied induced immunity by testing PHA and humoral responses. We analyzed fecal parasite and bacterial abundance and oxidative stress biomarkers. Pb exposure in spring reduced natural antibody levels, whereas in autumn, it reduced lysozyme levels and increased phagocytic activity. Pb exposure increased PHA response in both seasons, and decreased T-independent humoral response in autumn. Pb exposure also increased noncoliform and decreased coliform Gram-negative gut bacteria. In spring, Pb exposure decreased antioxidant levels and increased coloration in males, whereas in autumn, it increased retinol levels but reduced coloration in both genders. Our results suggest that in spring, Pb-exposed females used antioxidants to cope with oxidative stress at the expense of coloration, whereas Pb-exposed males increased coloration, which may reflect an increased breeding investment. In autumn, both genders prioritized oxidative balance maintenance at the expense of coloration.