Co-operatively breeding mammals often exhibit a female reproductive skew and suppression of the subordinate non-breeding group members. According to evolutionary theory and the immunity-fertility axis, an inverse relationship between reproductive investment and survival (through immunocompetence) is expected. As such, this study investigated if a trade-off between immunocompetence and reproduction arises in two co-operatively breeding African mole-rat species, namely the Damaraland mole-rat (Fukomys damarensis) and common mole-rat (Cryptomys hottentotus hottentotus), which possess female reproductive division of labour. This study also attempted to investigate the relationship between the immune and endocrine systems in Damaraland mole-rats. There was no trade-off between reproduction and immunocompetence in co-operatively breeding African mole-rat species, and in the case of the Damaraland mole-rats, breeding females (BFs) possessed increased immunocompetence compared with non-breeding females (NBFs). Furthermore, the increased levels of progesterone possessed by Damaraland mole-rat BFs compared with NBFs appear to be correlated to increased immunocompetence. In comparison, BF and NBF common mole-rats possess similar immunocompetence. The species-specific differences in the immunity-fertility axis may be due to variations in the strengths of reproductive suppression in each species. This article is part of the theme issue 'Evolutionary ecology of inequality'.