Seasonal climate change may impose stress on mammal's immune system, but this has never been connected to wildlife endangerment reasons. This study focuses on Pseudois nayaur, a rare Chinese sheep facing a severe situation of disappearing. Wild Pseudois nayaurs in Sichuan, China were observed in this research by an integrated method including habitat environment, foraging rules, and breeding activities investigation in ecology filed, accompanied with immunity research by peripheral blood, including erythrocyte, neutrophils, natural killer cells, and macrophages immunity by means of erythrocyte rosette, phagocytosis, lactate dehydrogenase release and acid alpha-naphthyl acetate esterase method, respectively. The results show that Pseudois nayaurs's innate and red blood cell immunity in autumn and winter Pseudois nayaurs and it may be the results of energy reallocation between reproduction and the immune system. In addition, the environment pressure found in Zhu Balong, Sichuan, China including food reduction, human disturbance, low temperature, and severe drought still existed, which may prevent the Pseudois nayaur from normal immunity enhancement before winter. In conclusion, the innate immunosuppression found in this study especially at their breeding season in autumn and winter may be the ignored cause of wild Pseudois nayaur's endangerment and should be considered in their protection strategy.