© 2018, The Author(s). Environmental insults, such as exposure to pathogens, modulate the behavioural coping style of animals to stressors, and repeated exposure to stressful environments may lead to species-specific infection phenotypes. To analyse the influence of stress behavioural phenotypes on immune and metabolic performance, gilthead sea bream (Sparus aurata L.) were first screened for proactive and reactive coping styles. Once characterized, both behavioural phenotypes fish groups were bath vaccinated with bacterin from Vibrio anguillarum, an opportunistic widespread pathogen of fish. Gills and liver were sampled at 0 (control group), 1, 3 and 7 days post-vaccination. Immune-, oxidative stress- and metabolic-related transcripts (il1β, tnfα, igm, gpx1, sod, cat, lpl, ghr1 and ghr2), metabolic endpoints (glucose, cholesterol and triglycerides), hepatic health indicators (aspartate aminotransferase, alanine transaminase and alkaline phosphatase), oxidative stress status (esterase activity, total antioxidant capacity and total oxidative status) and stress biomarkers (cortisol) were determined. Present results indicate that screening for coping styles in the gilthead sea bream segregated the two distinct phenotypes as expected: proactive and reactive. Results also indicate that under bath vaccination proactive fish show high immune response and lower metabolism, whereas reactive fish show low immune and higher metabolic responses.