The harlequin ladybird Harmonia axyridis is native to Asia but has been introduced into many countries as a biological control agent. It is now considered an invasive pest, threatening the biodiversity of native ladybirds globally, in part because of its superior immune system. H. axyridis is infected and killed by the parasitic nematode Parasitylenchus bifurcatus, which could therefore be developed as a biological strategy to counter the spread of this insect pest. However, effective control requires an understanding of the tripartite relationship between H. axyridis, P. bifurcatus and their potential bacterial mutualists. Here we describe the isolation of two species of nematode-associated bacteria (Serratia marcescens and Providencia rettgeri) which were highly virulent against H. axyridis in survival experiments. In addition, contact between the nematodes and beetles led to the sex-specific modulation of multiple host immunity-related genes after 24 and 48 h, with many genes encoding antimicrobial peptides rapidly and stably repressed in females whereas the same genes were initially induced in males before suppression at the later time point. These data provide evidence that the female immune system responds much more strongly to the nematodes and provokes, in turn, a more robust invasion strategy involving the bacterial mutualists.