Males and females generally differ in resource investment strategies to maximise reproductive output, sometimes at the expense of important systemic processes such as self-maintenance and immune activity. Here, we used wild Lethrus apterus, a sexually dimorphic beetle with parental care, to investigate the influence of sex roles (e.g., offspring provisioning) on their sex-specific immune gene expression across a pseudo-longitudinal sampling framework. By determining immune gene activation of males and females at five successive moments within the active period, we showed that their sex-specific immune gene expression varies substantially, alternating between male bias and female bias across the active period. However, when pooling all sampling dates together, there was no overall difference in the number of up-regulated immune genes between the sexes. We discuss the potential influence of sex roles on our results and highlight the importance of sequential sampling schemes to understand ecological dynamics in the wild.