Group living is favourable to pathogen spread due to the increased risk of disease transmission between individuals. Similar to individual immune defences, social immunity, i.e. anti-parasite defences mounted for the benefit of individuals other than the actor, are predicted to be altered in social groups. The eusocial honey bee (Apis mellifera) secretes glucose oxidase (GOX), an antiseptic enzyme, throughout its colony, thereby providing immune protection to other individuals in the hive. We conducted a laboratory experiment to investigate the effects of group density on social immunity, specifically GOX activity, body mass and feeding behaviour in caged honey bees. Individual honey bees caged in a low group density displayed increased GOX activity relative to those kept at a high group density. In addition, we provide evidence for a trade-off between GOX activity and body mass: Individuals caged in the low group density had a lower body mass, despite consuming more food overall. Our results provide the first experimental evidence that group density affects a social immune response in a eusocial insect and that the previously reported trade-off between immunity and body mass extends to social immunity. GOX production appears to be costly for individuals, and potentially the colony, given that low body mass is correlated with small foraging ranges in bees. At high group densities individuals can invest less in social immunity than at low densities, whilst presumably gaining shared protection from infection. Thus, there is evidence that trade-offs at the individual level (GOX vs body mass) can affect colony-level fitness.