Microsporidia have attracted much attention because they infect a variety of species ranging from protists to mammals, including immunocompromised patients with AIDS or cancer. Aside from the study on Nosema ceranae, few works have focused on elucidating the mechanism in host response to microsporidia infection. Nosema bombycis is a pathogen of silkworm pébrine that causes great economic losses to the silkworm industry. Detailed understanding of the host (Bombyx mori) response to infection by N. bombycis is helpful for prevention of this disease. A genome-wide survey of the gene expression profile at 2, 4, 6 and 8 days post-infection by N. bombycis was performed and results showed that 64, 244, 1,328, 1,887 genes were induced, respectively. Up to 124 genes, which are involved in basal metabolism pathways, were modulated. Notably, B. mori genes that play a role in juvenile hormone synthesis and metabolism pathways were induced, suggesting that the host may accumulate JH as a response to infection. Interestingly, N. bombycis can inhibit the silkworm serine protease cascade melanization pathway in hemolymph, which may be due to the secretion of serpins in the microsporidia. N. bombycis also induced up-regulation of several cellular immune factors, in which CTL11 has been suggested to be involved in both spore recognition and immune signal transduction. Microarray and real-time PCR analysis indicated the activation of silkworm Toll and JAK/STAT pathways. The notable up-regulation of antimicrobial peptides, including gloverins, lebocins and moricins, strongly indicated that antimicrobial peptide defense mechanisms were triggered to resist the invasive microsporidia. An analysis of N. bombycis-specific response factors suggested their important roles in anti-microsporidia defense. Overall, this study primarily provides insight into the potential molecular mechanisms for the host-parasite interaction between B. mori and N. bombycis and may provide a foundation for further work on host-parasite interaction between insects and microsporidia.