Even after taking several confounders into account, including maternal smoking and education, the number of other children in the household, and vaccine dose, researchers still noted a significant difference in the risk of fever. Human milk is rich in anti-inflammatory substances and this could be a reason for the observed reduced incidence of fever. But fever could also be due to some inflammatory agents which are triggered by poor feeding, which is common when children are sick. As breastfed infants are less likely to have poor feeding, probably because breastfeeding is source of comfort during illness, another reason for which fever is less likely among breastfed infants is that they consume more food when they are sick. Thus, breastfeeding itself and the close contact with the mother, rather than some components of human milk, could explain why fever is less likely among breast fed infants.
~AAP