Environmental pollution is considered one of the major threats to organisms. Direct effects of heavy metal pollution on various life-history traits are well recognized, while the effects of potential interactions between two distinct environmental conditions on different traits are poorly understood. Here, we have tested the effects of interactions between temperature conditions and heavy metal exposure on innate immunity and other life-history traits. Maggots of the blow fly Protophormia terraenovae were reared on either copper-contaminated or uncontaminated food, under three different temperature environments. Encapsulation response, body mass, and development time were measured for adult flies that were not directly exposed to copper. We found that the effects of copper exposure on immunity and other traits are temperature-dependent, suggesting that the ability to regulate toxic compounds in body tissues might depend on temperature conditions. Furthermore, we found that temperature has an effect on sex differences in immune defense. Males had an encapsulation response at higher temperatures stronger than that of females. Our results indicate that the effects of environmental conditions on different traits are much more intricate than what can be predicted. This is something that should be considered when conducting immunological experiments or comparing results of previous studies.