Innate immunity, the evolutionarily conserved defense system, has been extensively analyzed in insect models over recent decades. The significant progress in this area has formed our dominant conceptual framework of the innate immune system, but critical advances in other insects have had a profound impact on our insights into the mystery of innate immunity. In recent years, we focused on the immune responses in Antheraea pernyi, an important commercial silkworm species reared in China. Here, we review the immune responses of A. pernyi based on immune-related gene-encoded proteins that are divided into five categories, namely pattern recognition receptors, hemolymph proteinases and their inhibitors, prophenoloxidase, Toll pathway factors and antimicrobial peptides, and others. Although the summarized information is limited since the research on A. pernyi immunity is in its infancy, we hope to provide evidence for further exploration of innate immune mechanisms.