Costs of immunity include self-harming autoreactivity through the production of cytotoxic chemicals. While carotenoids stimulate immunity and reduce oxidative stress during immune activity in vertebrates, their involvement in invertebrate immunity is unclear. Recently, a positive correlation between immune defenses and concentration of carotenoids in the hemolymph was demonstrated in the crustacean Gammarus pulex, suggesting an important role of carotenoids in invertebrate immunity. We tested the causality of this relationship by using a dietary supplementation with carotenoids and measuring several immune parameters. We found that dietary carotenoids had a broad immunostimulating effect, enhancing phenoloxidase activity and resistance to a bacterial infection. When immune challenged, gammarids fed with carotenoids did not pay an additional survival cost because of autoreactivity, despite their intensified immune activity. Therefore, dietary carotenoids improved gammarids' immunity without inducing additional self-harming. This underlines the importance of carotenoids in both the regulation and the evolution of immunity in G. pulex.