Genetic estimates of the variability of immune responses are rarely examined in natural populations because of confounding environmental effects. As a result, and because of the difficulty of pinpointing the genetic determinants of immunity, no study has to our knowledge examined the contribution of specific genes to the heritability of an immune response in wild populations. We cross-fostered nestling house sparrows to disrupt the association between genetic and environmental effects and determine the heritability of the response to a classic immunological test, the phytohaemagglutinin (PHA)-induced skin swelling. We detected significant heritability estimates of the response to PHA, of body mass and tarsus length when nestlings were 5 and 10 days old. Variation at Mhc genes, however, did not explain a significant portion of the genetic variation of nestling swelling to PHA. Our results suggest that while PHA-induced swelling is influenced by the nest of origin, the importance of additive genetic variation relative to non-additive genetic variation and the genetic factors that influence the former in wild populations still need to be identified for this trait.