Quantifying sex-specific additive genetic variance (V ) in fitness, and the cross-sex genetic correlation (r ), is prerequisite to predicting evolutionary dynamics and the magnitude of sexual conflict. Further, quantifying V and r in underlying fitness components, and genetic consequences of immigration and resulting gene flow, is required to identify mechanisms that maintain V in fitness. However, these key parameters have rarely been estimated in wild populations experiencing natural environmental variation and immigration. We used comprehensive pedigree and life-history data from song sparrows (Melospiza melodia) to estimate V and r in sex-specific fitness and underlying fitness components, and to estimate additive genetic effects of immigrants alongside inbreeding depression. We found evidence of substantial V in female and male fitness, with a moderate positive cross-sex r . There was also substantial V in male but not female adult reproductive success, and moderate V in juvenile survival but not adult annual survival. Immigrants introduced alleles with negative additive genetic effects on local fitness, potentially reducing population mean fitness through migration load, but alleviating expression of inbreeding depression. Our results show that V for fitness can be maintained in the wild, and be broadly concordant between the sexes despite marked sex-specific V in reproductive success.