A prostaglandin (PG), PGE2, mediates both cellular and humoral immune responses of insects. Spodoptera exigua (Lepidoptera: Noctuidae) biosynthesizes PGE2 by an unknown enzyme. This study predicted the enzyme, which is a novel membrane-bound prostaglandin E synthase-2 (mPGES-2). The transcriptional expression analysis showed the mPGES-2 is inducible to immune challenge. After RNA interference (RNAi), the hemocyte nodulation and expression of eleven antimicrobial peptides were significantly impaired. The RNAi effect was rescued by addition of PGE2 suggesting that mPGES-2 is crucial for immune responses mediated by PGE2.