Entomopathogenic nematode Heterorhabditis bacteriophora infective juveniles (IJs) employ multiple strategies to combat with insect innate immune system after invasion. We employed suppressive subtractive hybridization (SSH) technique to study the gene expression in the IJs upon contact with the insect hemolymph in vitro. We identified two clones having higher expression levels in the IJs than IJs treated with insect hemolymph. The differential expression levels were confirmed by Northern blot hybridization with reference to the constitutive expression level of Heterorhabditis bacteriophora actin2 gene. Clone HbGPS11.C1G02 encoded a phosphofructokinase (PFK) with a 2.5 kb transcript and clone HbGPS11.C4C08 corresponded to a 2.1 kb transcript encoding a protein that had weak similarity to trans-sialidase from Trypanosoma cruzi. The differential expression of PFK in H. bacteriophora IJs before and during recovery process represented a switch from active movement in search of insect hosts to a state of combating insect innate immune system. This first report of H. bacteriophora differential gene expression provides a glimpse at the gene expression profile of H. bacteriophora IJ recovery process.