Sexual immune dimorphisms are found across the whole animal kingdom. This is often claimed to be rooted in sex, that is, the production of large and costly gametes versus small and inexpensive ones. Recent theory predicts, however, that immune differences between the sexes arise from a difference in life-history strategies (or sex role) that are tied to parental investment. Syngnathid fishes and their male pregnancy gradient allow us to keep sex and sex role separate in experimental setups to investigate these life-history strategies. In my PhD, I aim to quantify parental investment, find immunological reasons for unsuccessful pregnancies, and determine embryonic adaptations to the evolution of this highest form of parental care.