Recent studies have demonstrated that preen oil acts to reduce or eliminate feather‐associated bacteria. The mechanisms underlying this antibacterial activity, however, are incompletely understood. In addition to the activity of alcohols (i.e. 3,7‐dimethyloctan‐1‐ol), recent research has suggested that antimicrobial peptides may underlie the antibacterial activity of preen oil. Here, we document the presence of innate and adaptive immune proteins, lysozyme and immunoglobulin Y (IgY), in the preen oil of house sparrows Passer domesticus. We suggest lysozyme functions as an antimicrobial agent, with potentially important impacts against Gram‐positive feather degrading bacteria. Furthermore, both lysozyme and IgY likely act in local immune defence of the preen gland, and may also play a role in regulating the local microbiome, with potentially important consequences for chemical communication and signalling. Our findings suggest that the preen gland and its secretions should be considered an integral part of the body's first line of defence against invading infections.