The silkworm Bombyx mori L., representing an important economic insect and one of the best models for studying insect immunity, possesses an efficient and sophisticated innate immune system against invasive microorganisms. The innate immune system basically includes humoural immunity and cellular immunity. The humoural immunity, which functions via molecules including humoural factors, lysozymes, phenoloxidase, hemolin, lectins and, in particular, antimicrobial peptides, plays a central role in eliminating the invading pathogens. The cellular immunity is primarily carried out and mediated by plasmatocytes and granular cells of haemocytes in the haemolymph, usually followed by melanization. Additionally, apoptosis, a primary viral defence for insects lacking adaptive immunity, comprises an important part of the silkworm immune system. Currently, there is still the lack of a comprehensive and systematic understanding of the molecular mechanisms of silkworm immunity. We review the latest research progress on silkworm immune mechanisms, including phenoloxidase‐dependent melanization and apoptosis, which is conducive to improving our understanding of the silkworm immune mechanism, clarifying the relationship of various immune mechanisms, and also providing a theoretical basis and reference for the future research of insect immunity.