Carotenoids are diverse lipophilic natural pigments which are stored in variable amounts by animals. Given the multiple biological functions of carotenoids, such variation may have strong implications in evolutionary biology. Crustaceans such as Gammarus amphipods store large amounts of these pigments and inter-population variation occurs. While differences in parasite selective pressure have been proposed to explain this variation, the contribution of other factors such as genetic differences in the gammarid ability to assimilate and/or store pigments, and the environmental availability of carotenoids cannot be dismissed. This study investigates the relative contributions of the gammarid genotype and of the environmental availability of carotenoids in the natural variability in carotenoid storage. It further explores the link of this natural variability in carotenoid storage with major crustacean immune parameters. We addressed these aspects using the cryptic diversity in the amphipod crustacean Gammarus fossarum and a diet supplementation protocol in the laboratory. Our results suggest that natural variation in G. fossarum storage of dietary carotenoids results from both the availability of the pigments in the environment and the genetically-based ability of the gammarids to assimilate and/or store them, which is associated to levels of stimulation of cellular immune defences. While our results may support the hypothesis that carotenoids storage in this crustacean may evolve in response to parasitic pressure, a better understanding of the specific roles of this large pigment storage in the crustacean physiology is needed.