This work considers the zero Neumann initial–boundary problem to the chemotaxis system ut=Δu−χ1∇⋅(u∇w)+w−μ1u2,vt=Δv−χ2∇⋅(v∇w)+w+ruv−μ2v2,0=Δw+u+v−w,in a bounded domain Ω⊂Rn,n≥1, with smooth boundary, which was initially proposed by Dobreva et al. (2020) to describe the process of alopecia areata lesions that involves the complicated interplay between CD4+ T cells, CD8+ T cells and interferon-gamma. Compared with the well-known Keller–Segel-type systems, the appearance of the nonlinear proliferation term ruv constituted by the product of two immune cell densities along with a new production term w activated by the chemical in the first two equations forms a novel feature of this model.For any given suitably regular initial data, it is firstly shown that if the positive parameters χ1,χ2, μ1,μ2 and r satisfy the assumptions μ1−r2>(n−2)+n(2χ1+χ22)andμ2−r>(n−2)+n(2χ2+χ12),then the problem admits a global and bounded classical solution. Moreover, we identify a set of parameter conditions: μ1<μ2<3μ1,r=μ2−μ1andχ12+χ22<2μ1(3μ1−μ2),under which any global smooth solution will stabilize to the constant coexistence equilibrium as the time goes to infinity. In addition, in the case of μ1>μ2, the nonlinear stability of the unique positive stationary solution to the corresponding ODE system is also discussed.