A growing number of studies demonstrate that natural selection acts on traits important in whole animal performance and physiology. 2. Here we describe a heritable polymorphism in female dorsal pattern in the lizard Anolis sagrei (Dumeril & Bibron 1837). 3. Morphs did not differ in body size or habitat use (perch diameter), however, we show that the social environment, estimated by the number of female neighbours, had different selective effects on alternative morphs in nature. 4. We show that morphs displayed a significantly different immune response to phytohaemagglutinin. Furthermore, natural selection differentially acted on combinations of female morph and immunocompetence, favouring high levels of immune function in one morph and low levels of immune function in the other. 5. We discuss the possibility that morph-specific investments in life-history traits may lead to correlational selection between traits, even when those traits are likely to be determined by different genetic loci.