Theory predicts that body mass should affect the way organisms evolve and use immune defenses. We investigated the relationship between body mass and blood neutrophil and lymphocyte concentrations among 250+ terrestrial mammalian species. We tested whether existing theories (e.g., Protecton Theory, immune system complexity, and rate of metabolism) accurately predicted the scaling of immune cell concentrations. We also evaluated the predictive power of body mass for these leukocyte concentrations compared to sociality, diet, life history, and phylogenetic relatedness. Phylogeny explained >65% of variation in both lymphocytes and neutrophils, and body mass appeared more informative than other interspecific trait variation. In the best-fit mass-only model, neutrophils scaled hypermetrically (b = 0.11) with body mass whereas lymphocytes scaled isometrically. Extrapolating to total cell numbers, this exponent means that an African elephant circulates 13.3 million times the neutrophils of a house mouse, whereas their masses differ by only 250k-fold. We hypothesize that such high neutrophil numbers might offset the i) higher overall parasite exposure that large animals face and/or ii) the higher relative replication capacities of pathogens to host cells.