During the course of multi-stage incubation, small locational differences in incubation temperature within a machine are not uncommon and so the goal of this study was to study the immune response of ducklings exposed to thermal manipulation during incubation. Commercial Pekin duck eggs (n = 200) were distributed among four treatment: SS-Control (37.5°C from embryonic day [ED] 1 to 25); SS-LPS (37.5°C from ED1 to 25 + LPS at D0 [hatch]); HH-LPS (38°C from ED1 to 25+ LPS at D0); SH-LPS (37.5°C from ED1 to 10 and 38°C from ED 11 to 25 + LPS at D0). At D0, ducklings received a lipopolysaccharide (LPS) injection. At D1 and D5, the HH-LPS treatment significantly reduced body weight (P ≤ 0.05). At D1 and D3 post-LPS injection, the SH-LPS and HH-LPS treatments significantly reduced splenic and bursal heat shock protein 70 (HSP70), mRNA abundance, and macrophage nitric oxide production compared with the SS-LPS treatment (P ≤ 0.05). At D1, the HH-LPS and SH-LPS treatments had increased splenic IL-10 mRNA and lower MHC I mRNA compared with the SS-LPS treatment (P ≤ 0.05). At D1, the HH-LPS treatment increased splenic IL-6 mRNA and bursal IFNγ mRNA transcription while the SH-LPS treatment reduced splenic IL-6 mRNA compared with the SS-LPS treatment (P ≤ 0.05). The HH-LPS treatment reduced thymocyte proliferation efficiency, while at D1, D3, and D5, the SH-LPS treatment increased thymocyte proliferation efficiency compared with the SS-LPS treatment (P ≤ 0.05). Ducklings in the HH-LPS treatment had a higher splenic CD8+/CD4+ ratio compared to the SS-LPS treatment at D3 post-LPS injection (P ≤ 0.05). In summary, the HH-LPS treatment compromised immunocompetence via decreased NO production and thymocyte proliferation efficiency, while the SH-LPS treatment increased body weight and thymocyte proliferation and reduced IL-6 mRNA abundance. This suggests that an embryonic temperature stress during the latter half of incubation may prime the immune system which may be beneficial during secondary post-hatch inflammatory challenges.