Almost all previous work on host-plant selection by insect herbivores has focused on adult behaviour; however, immature life stages can also play an active role in host discrimination. The important forest pest Lymantria dispar (gypsy moth) has three recognised subspecies: the European, Asian, and Japanese gypsy moth. Unlike the other two subspecies, the European subspecies is characterised by a loss of female flight ability, which might impose a selective pressure on larvae to actively engage in host-plant selection. We therefore explored the interactions of early-instar larvae from laboratory colonies of each subspecies with four potential hosts of differing quality: oak, beech, maple, and pine—measuring larval survival and performance, feeding preferences, responses to host-derived odour cues, and the propensity to disperse from hosts via ballooning. Compared to larvae from the Asian and Japanese subspecies, larvae from the (American-originated) European gypsy moth colony exhibited (i) significantly lower survival on the poorest quality host (pine), (ii) an ability to discriminate among hosts via olfactory cues; and (iii) higher propensity to disperse from sub-optimal hosts. These results are consistent with the hypothesis that larvae from flightless female European Gypsy moth subspecies play a more active role in host-plant selection.