Photorhabdus sp. are entomopathogenic bacteria which, upon experimental infection, interact with the insect immune system, but little is known about the roles of their symbiotic nematode partners Heterorhabditis sp. in natural infections. Here, we investigated the respective contributions of nematodes and bacteria by examining humoral and cellular immune reactions of the model lepidopteran insect Manduca sexta against Heterorhabditis carrying Photorhabdus, nematodes free of bacteria (axenic nematodes) and bacteria alone. Insect mortality was slower following infection with axenic nematodes than when insects were infected with nematodes containing Photorhabdus, or the bacteria alone. Nematodes elicited host immune responses to a lesser extent than bacteria. Transcription of certain recognition and antibacterial genes was lower when insects were naturally infected with nematodes carrying no bacteria compared to insects that received bacteria, either with or without nematodes. Axenic nematodes also did not elicit such high levels of phenoloxidase activity and haemocyte aggregates as did treatments involving Photorhabdus. By contrast, the phagocytic capability of host haemocytes was decreased by both axenic and bacteria-associated nematodes, but not by Photorhabdus alone. These results imply that both bacteria and nematodes contribute separately to the pathogenic modulation of host immune responses during natural infections by the mutualistic Heterorhabdus-Photorhabdus complex.