Eco-immunology considers resistance to antigens a costly trait for an organism, but actual quantification of such costs is not straightforward. Costs of the immune response are visible in impaired coloration and reduced growth or reproductive success. Activation of the humoral immune response is a slow, complex and long-lasting process, which makes the quantification of its energetic cost a potential losing game. We implemented near-continuous measurements of body temperature in zebra finches (Taeniopygia guttata) as a proxy for the energetic cost, with a particular focus during activation of the humoral immune response until the peak of antibody release several days later. At the peak of the antibody release we additionally measured oxygen consumption (open-flow respirometry) and markers of oxidative stress (dROMs, OXY). Birds with an activated immune response maintained a higher night-time body temperature during the first 4 nights after an immune challenge in comparison to controls, implying increased night-time energy use. At peak antibody production, we did not find differences in night-time body temperature and oxygen consumption but observed differentiated results for oxygen consumption during the day. Immune-challenged females had significantly higher oxygen consumption compared with other groups. Moreover, we found that activation of the humoral immune response increases oxidative damage, a potential cost of maintaining the higher night-time body temperature that is crucial at the early stage of the immune response. The costs generated by the immune system appear to consist of two components – energetic and non-energetic – and these appear to be separated in time.