Immune priming is an increased immunity after prior exposure to a specific pathogen as a kind of adaptive immunity and occurs in insects. However, its underlying mechanism is elusive in insects. Immune priming was detected in a lepidopteran insect, Spodoptera exigua. Prior infection with a heat-killed pathogenic bacterium, Xenorhabdus hominickii, increased survival upon the second infection of the live bacteria compared to larvae without pre-exposure. Plasma collected from larvae with the prior infection significantly up-regulated cellular and humoral immune responses compared to the similar treatment without prior exposure. However, when the active plasma exhibiting immune priming was heat-treated, it lost the priming activity, suggesting a presence of protein factor(s) in the immune priming. Lipocalin is a lipid carrier protein and is well known in vertebrates for diverse physiological functions including immunity. An apolipoprotein D3 (ApoD3) is known to be a lipocalin functioning in immune priming in a mosquito, Anopheles gambiae. A homologous ApoD3 (Se-ApoD3) was identified in S. exigua. Se-ApoD3 was expressed in all developmental stages and larvae, it was highly expressed in hemocytes. RNA interference (RNAi) of Se-ApoD3 expression was performed by injecting its specific dsRNA. The larvae treated with the RNAi were impaired in cellular and humoral immune responses. Furthermore, the plasma collected from RNAi-treated larvae lost the immune priming even at the prior exposure. These suggest that Se-ApoD3 mediates the immune priming in S. exigua.