Pigs living in intensive husbandry systems may experience both acute and chronic stress through standard management procedures and limitations in their physical and social environment, which may have implications for their immune status. Here, the effect of a new breeding method where pigs were selected on their heritable influence on their pen mates' growth, and environmental enrichment on the immune status of pigs was investigated. Hereto, 240 pigs with a relatively positive genetic effect on the growth of their pen mates (+SBV) and 240 pigs with a relatively negative genetic effect on the growth of their pen mates (−SBV) were housed in barren or straw-enriched pens from 4 to 23 weeks of age (n = 80 pens in total). A blood sample was taken from the pigs before, three days after a 24 h regrouping test, and at week 22. In addition, effects of coping style, as assessed in a backtest, and gender were also investigated. Mainly, +SBV were found to have lower leukocyte, lymphocyte and haptoglobin concentrations than -SBV pigs. Enriched housed pigs had a lower neutrophil to lymphocyte (N:L) ratio and lower haptoglobin concentrations, but had higher antibody titers specific for Keyhole Limpet Hemocyanin (KLH) than barren housed pigs. No interactions were found between SBV class and housing. Furthermore, pigs with a proactive coping style had higher alternative complement activity and, in the enriched pens, higher antibody titers specific for KLH than pigs with a reactive coping style. Lastly, females tended to have lower leukocyte, but higher haptoglobin concentrations than castrated males. Overall, these results suggest that +SBV pigs and enriched housed pigs were less affected by stress than -SBV and barren housed pigs, respectively. Moreover, immune activation might be differently organized in individuals with different coping styles and to a lesser extent in individuals of opposite genders.