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Increased investment in immunity is expected to be beneficial under crowded conditions because of the greater risk of pathogen and parasite transmission, but the evolution of this facultative response relies on the ability to accurately assess social cues in the environment and adjust immune defences accordingly. Because of their highly conspicuous nature, long-range sexual signals are prime candidates to be used in evaluating the social conditions likely to be experienced upon adulthood in continuously breeding species; however, their role in mediating immune responses is unknown. We tested whether exposure to acoustic sexual signals in the field cricket Teleogryllus oceanicus affects immunity by manipulating male juvenile experience of acoustic signals, and measuring the effect on adult immunity. Adult males exposed to song during rearing showed stronger immune responses than males reared in silence: they were better able to encapsulate artificial nylon implants and showed higher levels of antimicrobial lysozyme-like activity in their haemolymph. Experience of sexual signals thus translates into increased immunity, which suggests that such signals may play a role in conveying information about population demography and shaping density-dependent responses in unintended receivers.