Evolutionary processes have shaped the vertebrate immune system over time, but proximal mechanisms control the onset, duration, and intensity of immune responses. Based on testing of the hygiene hypothesis, it is now well known that microbial exposure is important for proper development and regulation of the immune system. However, few studies have examined the differences between wild animals in their natural environments, in which they are typically exposed to a wide array of potential pathogens, and their conspecifics living in captivity. Wild spotted hyenas (Crocuta crocuta) are regularly exposed to myriad pathogens, but there is little evidence of disease-induced mortality in wild hyena populations, suggesting that immune defenses are robust in this species. Here we assessed differences in immune defenses between wild spotted hyenas that inhabit their natural savanna environment and captive hyenas that inhabit a captive environment where pathogen control programs are implemented. Importantly, the captive population of spotted hyenas was derived directly from the wild population and has been in captivity for less than four generations. Our results show that wild hyenas have significantly higher serum antibody concentrations, including total IgG and IgM, natural antibodies, and autoantibodies than do captive hyenas; there was no difference in the bacterial killing capacity of sera collected from captive and wild hyenas. The striking differences in serum antibody concentrations observed here suggest that complementing traditional immunology studies, with comparative studies of wild animals in their natural environment may help to uncover links between environment and immune function, and facilitate progress towards answering immunological questions associated with the hygiene hypothesis.