The integrated innate immune features of the calcareous egg and its contents are a critical underpinning of the remarkable evolutionary success of the Aves clade. Beginning at the time of laying, the initial protective structures of the egg, i.e., the biomineralized eggshell, egg-white antimicrobial peptides, and vitelline membrane, are rapidly and dramatically altered during embryonic development. The embryo-generated extra-embryonic tissues (chorioallantoic/amniotic membranes, yolk sac, and associated chambers) are all critical to counteract degradation of primary egg defenses during development. With a focus on the chick embryo (Gallus gallus domesticus), this review describes the progressive transformation of egg innate immunity by embryo-generated structures and mechanisms over the 21-day course of egg incubation, and also discusses the critical interplay between autonomous development and maternal anticipation.