All organisms encounter pathogens, and birds are especially susceptible to infection by malaria parasites and other haemosporidians. It is important to understand how immune genes, primarily innate immune genes which are the first line of host defense, have evolved across birds, a highly diverse group of tetrapods. Here, we find that innate immune genes are highly conserved across the avian tree of life and that although most show evidence of positive or diversifying selection within specific lineages or clades, the number of sites is often proportionally low in this broader context of putative constraint. Rather, evidence shows a much higher level of negative or purifying selection in these innate immune genes – rather than adaptive immune genes – which is consistent with birds’ long coevolutionary history with pathogens and the need to maintain a rapid response to infection. We further explored avian responses to haemosporidians by comparing differential gene expression in wild birds (1) uninfected with haemosporidians, (2) infected with Plasmodium and (3) infected with Haemoproteus (Parahaemoproteus). We found patterns of significant differential expression with some genes unique to infection with each genus and a few shared between ‘treatment’ groups, but none that overlapped with the genes included in the phylogenetic study.