The evolutionary-ecology approach to studying immune defences has generated a number of hypotheses that help to explain the observed variance in responses. Here, selected topics are reviewed in an attempt to identify the common problems, connections and generalities of the approach. In particular, the cost of immune defence, response specificity, sexual selection, neighbourhood effects and questions of optimal defence portfolios are discussed. While these questions still warrant further investigation, future challenges are the development of synthetic concepts for vertebrate and invertebrate systems and also of the theory that predicts immune responses based on a priori principles of evolutionary ecology.