Hymenopteran parasitoids inject various factors including polydnaviruses along with their eggs into their host insects that suppress host immunity reactions to the eggs and larvae. Less is known about the mechanisms evolved in dipteran parasitoids that suppress host immunity. Here we report that the dipteran, Exorista bombycis, parasitization leads to pro‐oxidative reactions and activation of anti‐oxidative enzymes in the silkworm Bombyx mori larva. We recorded increased activity of oxidase, superoxide dismutase, thioredoxin peroxidase, catalase, glutathione‐S‐transferase (GST), and peroxidases in the hemolymph plasma, hemocytes, and fat body collected from B. mori after E. bombycis parasitization. Microarray and qPCR showed differential expression of genes encoding pro‐ and anti‐oxidant enzymes in the hemocytes. The significance of this work lies in increased understanding of dipteran parasitoid biology.