Hormones are key factors in determining the response of organisms to their environment. For example, the juvenile hormone (JH) coordinates the insects' development, reproduction, and survival. However, it is still unclear how the impact of juvenile hormone on insect immunity varies depending on the sex and reproductive state of the individual, as well as the type of the immune challenge (i.e., Gram-positive or Gram-negative bacteria). We used Tenebrio molitor and methoprene, a JH analog (JHa) to explore these relationships. We tested the effect of methoprene on phenoloxidase activity (PO), an important component of humoral immunity in insects, and hemocyte number. Lyophilized Gram-positive Staphylococcus aureus or Gram-negative Escherichia coli were injected for the immune challenge. The results suggest that JH did not affect the proPO, PO activity, or hemocyte number of larvae. JH and immune challenge affected the immune response and consequently, affected adult developmental stage and sex. We propose that the influence of JH on the immune response depends on age, sex, the immune response parameter, and the immune challenge, which may explain the contrasting results about the role of JH in the insect immune response.