Destruxin A (DA), a cyclodepsipeptidic secondary metabolite of the entomopathogenic fungus, Metarhizium anisopliae, is an important anti‐immunity agent against insect hemocytes. To understand the mechanism of the molecular responses to DA, fifth‐instar larvae of the silkworm, Bombyx mori, were injected with 2 μg of DA. The proteomics of hemocytes were then investigated using two‐dimensional electrophoresis and mass spectrometry, and validated qPCR. As a result, a total of 47 differently expressed protein spots were detected and 22 proteins in 26 spots were identified. There are eight immunity‐related proteins, including three downregulated proteins (antitrypsin isoform 3, p50 protein, and calreticulin precursor) and five upregulated proteins (C‐type lectin 10 precursor, serine proteinase‐like protein, paralytic peptide, PPO‐1, and PPO‐2). Four resistance‐ and/or stress‐related proteins (arginine kinase, carboxylesterase clade H, member 1, aminoacylase, and thiol peroxiredoxin) were upregulated. Ten proteins with other or unknown functions were also recorded. Five selected proteins were verified with qPCR. These results provide new insights into the molecular mechanism of host immune response to DA challenge.