One hypothesis explaining the honesty of secondary sexual traits regulated by testosterone (T) is that T can impair the balance between pro-oxidant compounds and antioxidant defences, favouring a status of oxidative stress that only good quality individuals can sustain (oxidative handicap hypothesis). In the present study, we evaluated for the first time the effects of sexual steroids, T and its metabolites 5-α-dihydrotestosterone (DHT) and estradiol (E2) on oxidative damage and plasma non-enzymatic antioxidant capacity, while birds are faced by an oxidative challenge induced by an immune stimulation with sheep red blood cells. We used male and female diamond doves Geopelia cuneata, a species that shows an orange-red periorbital ring, whose size and color are strongly affected by androgens, but not by estrogens. Immunization increased oxidative damage in all groups, regardless of hormone treatment. It also decreased anti-oxidant capacity in all groups, except for testosterone treated birds. The ratio of oxidative damage over anti-oxidant capacity (oxidative stress) was increased in both immunological challenged controls and E2 birds, while challenged birds treated with androgens did not differ from non-challenged birds. The response of males and females to our treatments never differed. Our results undermine the idea that T can induce honest signalling through a pro-oxidant activity.