Detailed biological analyses (e.g. epidemiological, genetic) of animal health and fitness in the field are limited by the lack of large-scale recording of individual animals. An alternative approach is to identify immune traits that are associated with these important functions and can be subsequently used in more detailed studies. We have used an experimental dairy herd with uniquely dense phenotypic data to identify a range of potentially useful immune traits correlated with enhanced (or depressed) health and fitness. Blood samples from 248 dairy cows were collected at two-monthly intervals over a 10-month period and analysed for a number of immune traits, including levels of serum proteins associated with the innate immune response and circulating leukocyte populations. Immune measures were matched to individual cow records related to productivity, fertility and disease. Correlations between traits were calculated using bivariate analyses based on animal repeatability and random regression models with a Bonferroni correction to account for multiple testing. A number of significant correlations were found between immune traits and other recorded traits including: CD4:CD8 T lymphocyte ratio and subclinical mastitis; % CD8 lymphocytes and fertility; % CD335 natural killer cells and lameness episodes; and serum haptoglobin levels and clinical mastitis. Importantly these traits were not associated with reduced productivity and, in the case of cellular immune traits, were highly repeatable. Moreover these immune traits displayed significant between-animal variation suggesting that they may be altered by genetic selection. This study represents the largest simultaneous analysis of multiple immune traits in dairy cattle to-date and demonstrates that a number of immune traits are associated with health events. These traits represent useful selection markers for future programmes aimed at improving animal health and fitness.