Background: Plague is endemic within the central highlands of Madagascar, where its main reservoir is the black rat, Rattus rattus. Typically this species is considered susceptible to plague, rapidly dying after infection inducing the spread of infected fleas and, therefore, dissemination of the disease to humans. However, persistence of transmission foci in the same area from year to year, supposes mechanisms of maintenance among which rat immune responses could play a major role. Immunity against plague and subsequent rat survival could play an important role in the stabilization of the foci. In this study, we aimed to investigate serological responses to plague in wild black rats from endemic areas of Madagascar. In addition, we evaluate the use of a recently developed rapid serological diagnostic test to investigate the immune response of potential reservoir hosts in plague foci. Methodology/Principal Findings: We experimentally infected wild rats with Yersinia pestis to investigate short and long-term antibody responses. Anti-F1 IgM and IgG were detected to evaluate this antibody response. High levels of anti-F1 IgM and IgG were found in rats one and three weeks respectively after challenge, with responses greatly differing between villages. Plateau in anti-F1 IgM and IgG responses were reached for as few as 500 and 1500 colony forming units (cfu) inoculated respectively. More than 10% of rats were able to maintain anti-F1 responses for more than one year. This anti-F1 response was conveniently followed using dipsticks. Conclusion/Significance: Inoculation of very few bacteria is sufficient to induce high immune response in wild rats, allowing their survival after infection. A great heterogeneity of rat immune responses was found within and between villages which could heavily impact on plague epidemiology. In addition, results indicate that, in the field, anti-F1 dipsticks are efficient to investigate plague outbreaks several months after transmission.