Animals developing at high elevation experience a suite of environmental challenges, most notably the low partial pressure of oxygen (PO2) in ambient air. In low PO2, bird species with high-elevation ancestry consistently demonstrate higher hatching success than lowland counterparts, suggesting highland birds are adapted to restricted O2 (hypoxia) in early development. Haemoglobin (Hb), the critical oxygen-transport protein, is a likely target of PO2-related selection across ontogeny since Hb isoforms expressed at distinct developmental stages demonstrate different O2 affinities. To test if Hb function is under PO2-related selection at different ontogenetic stages, we sampled a songbird, the hooded siskin (Spinus magellanicus), across two approximately 4000 m elevational transects. We sequenced all of the loci that encode avian Hb isoforms, and tested for signatures of spatially varying selection by comparing divergence patterns in Hb loci to other loci sampled across the genome. We found strong signatures of diversifying selection at non-synonymous sites in loci that contribute to embryonic (απ, βH) and definitive (βA) Hb isoforms. This is the first evidence for selection on embryonic haemoglobin in high-elevation Neoaves. We conclude that selection on Hb function at brief, but critical stages of ontogeny may be a vital component to high elevation adaptation in birds.