The aim of the work was to evaluate if genetic selection for daily gain may affect the immune system. Two experiments were performed. The first one involved 80 rabbit females and their first two litters to explore the effect of selection on the ability of animals to maintain immune competence. Two generations from a line selected for average daily gain (ADG) were evaluated (VR19 generation 19th, n = 43; VR37 generation 37th, n = 37). In females, the effect of selection and its interaction with physiological state were not significant for any trait. In litters, the selection criterion increased the granulocyte to lymphocyte ratio. The second experiment involved 73 19-week-old females (VR19, n = 39; VR37, n = 34) to explore the effect of genetic selection on immune response after S. aureus infection. The VR37 rabbit females had lower counts for total lymphocytes, CD5+, CD4+, CD8+, CD25+, monocytes, the CD4+/CD8+ ratio and platelets than those of VR19 (-14, -21, -25, -15, -33, -18, -11 and -11%, respectively; P < 0.05). VR37 had less erythema (-8.4 percentage points; P < 0.05), fewer nodules (-6.5 percentage points; P < 0.05) and a smaller nodule size (-0.65 cm3 on 7 day post-inoculation; P < 0.05) compared to VR19. Our study suggests that genetic selection for average daily gain does not negatively affect the maintenance of a competent immune system or the ability to establish immune response. It seems that such selection may improve the response to S. aureus infections.