Background: Entomopathogenic nematodes (EPNs) emerge as compatible alternatives to conventional insecticides in controlling Holotrichia parallela larvae (Coleoptera: Scarabaeidae). However, the immune responses of H. parallela against EPNs infection remain unclear. Results: In present research, RNA-Seq was firstly performed. A total of 89,427 and 85,741 unigenes were achieved from the midgut of H. parallela larvae treated with Heterorhabditis beicherriana LF for 24 and 72 h, respectively; 2545 and 3156 unigenes were differentially regulated, respectively. Among those differentially expressed genes (DEGs), 74 were identified potentially related to the immune response. Notably, some immune-related genes, such as peptidoglycan recognition protein SC1 (PGRP-SC1), pro-phenoloxidase activating enzyme-I (PPAE-I) and glutathione s-transferase (GST), were induced at both treatment points. Bioinformatics analysis showed that PGRP-SC1, PPAE-I and GST were all involved in anti-parasitic immune process. Quantitative real-time PCR (qRT-PCR) results showed that the three immune-related genes were expressed in all developmental stages; PGRP-SC1 and PPAE-I had higher expressions in midgut and fat body, respectively, while GST exhibited high expression in both of them. Moreover, in vivo silencing of them resulted in increased susceptibility of H. parallela larvae to H. beicherriana LF. Conclusion: These results suggest that H. parallela PGRP-SC1, PPAE-I and GST are involved in the immune responses to resist H. beicherriana LF infection. This study provides the first comprehensive transcriptome resource of H. parallela exposure to nematode challenge that will help to support further comparative studies on host-EPN interactions.