Purpose The parasites’ virulence is labile after jumping to a new host species, and it might derivate in gaining virulence against a new host as a side effect of living in a non-host environment (coincidental evolution of virulence hypothesis). Methods To test this hypothesis, we monitored the experimental evolution of the Rhabditis regina nematode for over 290 generations (4 years) in three environments (strains): (1) the natural host, Phyllophaga polyphylla, (2) an alternate host, Tenebrio molitor, and (3) saprophytic medium (beef; the food that may provide evidence for the coincidental evolution of virulence). Each strain was exposed to P. polyphylla, T. molitor, or Galleria mellonella. We compared the host survival and immune response (proPO, PO, and lytic activity) of infected versus uninfected hosts. Results The saprophytic nematodes gained virulence only against G. mellonella. However, the P. polyphylla strain was more effective in killing P. polyphylla than T. molitor, and the T. molitor strain was more effective against T. molitor than P. polyphylla. Additionally, one dauer larva was sufficient to kill the hosts. Finally, the immune response did not differ between the challenged and control groups. Conclusion The coincidental evolution of virulence partially explains our results, but they might also support the short-sighted hypothesis. Additionally, we found evidence for immunomodulation because nematodes passed unnoticed to the immune response. It is crucial to analyze the virulence of entomopathogens from the point of view of the evolution of virulence to be aware of potential scenarios that might limit biological control.