Piglet mortality has a negative impact on animal welfare and public acceptance. Moreover, the number of weaned piglets per sow mainly determines the profitability of piglet production. Increased litter sizes are associated with lower birth weights and piglet survival. Decreased survival rates and performance of piglets make the control of diseases and infections within pig production even more crucial. Consequently, selection for immunocompetence becomes an important key aspect within modern breeding programmes. However, the phenotypic recording of immune traits is difficult and expensive to realize within farm routines. Even though immune traits show genetic variability, only few examples exist on their respective suitability within a breeding programme and their relationships to economically important production traits. The analysis of immune traits for an evaluation of immunocompetence to gain a generally improved immune response is promising. Generally, in-depth knowledge of the genetic background of the immune system is needed to gain helpful insights about its possible incorporation into breeding programmes. Possible physiological drawbacks for enhanced immunocompetence must be considered with regards to the allocation theory and possible trade-offs between the immune system and performance. This review aims to discuss the relationships between the immunocompetence of the pig, piglet survival as well as the potential of these traits to be included into a breeding strategy for improved robustness.