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Glucocorticoids are important for production of functional lymphocytes and immunity. In altricial neonates, adrenal glands are unresponsive and local glucocorticoid synthesis in lymphoid organs may be necessary to support lymphocyte development. Precocial neonates, in contrast, have fully responsive adrenal glucocorticoid production, and lymphoid glucocorticoid synthesis may not be necessary. Here, we found that in altricial zebra finch hatchlings, lymphoid organs had dramatically elevated endogenous glucocorticoid (and precursor) levels compared to levels in circulating blood. Furthermore, while avian adrenals produce corticosterone, finch lymphoid organs had much higher levels of cortisol, an unexpected glucocorticoid in birds. In contrast, precocial Japanese quail and chicken offspring did not have locally elevated lymphoid glucocorticoid levels, nor did their lymphoid organs contain high proportions of cortisol. These results show that lymphoid glucocorticoids differ in identity, concentration, and possibly source, in hatchlings of three different bird species. Locally-regulated glucocorticoids might have species-specific roles in immune development.