Insect immune defenses include encapsulation and the production of lysozymes and phenoloxidase. However, the highly mobile larvae of parasitoid Ormiine flies (Ormia ochracea) can evade initial encapsulation, and instead co-opt host immune responses to form a critical respiratory funnel connecting them to outside oxygen. Here we ask how field crickets (Teleogryllus oceanicus) respond immunologically to O. ochracea infestation. Host encapsulation and phenoloxidase play important roles in the formation of the respiratory funnel, so we hypothesized that decreases in these immune parameters during infestation may interfere with respiratory funnel formation and increase the likelihood of larval death. Encapsulation ability decreased after infestation with O. ochracea larvae, but phenoloxidase activity increased in both infested crickets and controls, whereas lysozyme activity decreased in infested crickets but remained constant in controls. Hosts with fewer established larvae showed greater decreases in encapsulation, and phenoloxidase activity was positively associated with the degree of larval respiratory funnel melanization. Differences between phenoloxidase and lysozyme activity in infested crickets are consistent with a trade-off within the immune system of hosts, and our results demonstrate the effects of a prior immune challenge on the ability to mount a subsequent response.