Nutrient availability is predicted to interact with herbivore population densities. Competition for low quality food at high density may reduce summer food intake, and in turn winter survival. Conversely, low population density may favour physiological recovery through better access to better quality spring forage. Here, we take advantage of the long-term study of the Soay sheep population of St. Kilda (Scotland) to measure plasma protein markers and immunity in two consecutive summers with contrasting population densities. We show that, following a winter die-off resulting in a shift to low population density, albumin and total proteins increased, but only in adult sheep. The effect was not solely attributable to selective disappearance of malnourished sheep. Similarly, the concentration of antibodies was higher following the die-off, potentially indicating recovery of immune function. Overall our results are consistent with the physiological recovery of surviving individuals after a harsh winter.We thank the UK Natural Environment Research Council for its continuous support, the National Trust for Scotland and Scottish National Heritage for permission to work on St. Kilda and QinetiQ, and the Royal Artillery Range (Hebrides) for their logistical support and all members of catch teams in 2011 and 2012. RG was supported by a Princeton University Health Grand Challenges grant to ALG