Phenotypic diversity is essential to the evolutionary process. We used a partial cross-foster design to investigate sources of variation in a component of immunity and three morphological traits in nestling House Sparrows (Passer domesticus). We found substantial differences in the causes of variation across traits. Most traits were influenced by date in the season; nestlings hatching later in the year were less developed, were smaller, and exhibited a lower immune response at age 10 days than nestlings hatched early in the season. Variation in rearing environment had significant effects on condition, growth, and immune response, but this could not be attributed to variation in provisioning rate. The number of offspring reared together had a negative effect on condition, but no effect on immune response. Only immune response showed significant origin-related variation. Interestingly, offspring sex had several complex effects. Males showed greater origin-related and less rearing-related variance in immune response than females. Males also were in better body condition but showed significantly more sensitivity to variation in rearing environment than females. Females were more advanced in feather development than males. These results differ from most studies of heritability in adult birds and suggest that selection may contribute to differences in heritability by changing other nongenetic components of phenotypic variation. This has direct and indirect consequences for evolution.