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Males and females often exhibit differences in behaviour, life histories, and ecology, many of which are typically reflected in their brains. Neuronal protection and maintenance include complex processes led by the microglia, which also interacts with metabolites such as hormones or immune components. Despite increasing interest in sex-specific brain function in laboratory animals, the significance of sex-specific immune activation in the brain of wild animals along with the variables that could affect it is widely lacking. Here, we use the Kentish plover (Charadrius alexandrinus) to study sex differences in expression of immune genes in the brain of adult males and females, in two wild populations breeding in contrasting habitats: a coastal sea-level population and a high-altitude inland population in China. Our analysis yielded 379 genes associated with immune function. We show a significant male-biased immune gene upregulation. Immune gene expression in the brain did not differ in upregulation between the coastal and inland populations. We discuss the role of dosage compensation in our findings and their evolutionary significance mediated by sex-specific survival and neuronal deterioration. Similar expression profiles in the coastal and inland populations suggest comparable genetic control by the microglia and possible similarities in pathogen pressures between habitats. We call for further studies on gene expression of males and females in wild population to understand the implications of immune function for life-histories and demography in natural systems. [ABSTRACT FROM AUTHOR]