The larvae of the insect Galleria mellonella, have recently been established as a non-mammalian infection model for the Mycobacterium tuberculosis complex (MTBC). To gain further insight into the potential of this model, we applied proteomic (label-free quantification) and transcriptomic (gene expression) approaches to characterise the innate immune response of G. mellonella to infection with Mycobacterium bovis BCG lux over a 168 h time course. Proteomic analysis of the haemolymph from infected larvae revealed distinct changes in the proteome at all time points (4, 48, 168 h). Reverse transcriptase quantitative PCR confirmed induction of five genes (gloverin, cecropin, IMPI, hemolin, and Hdd11), which encoded proteins found to be differentially abundant from the proteomic analysis. However, the trend between gene expression and protein abundance were largely inconsistent (20%). Overall, the data are in agreement with previous phenotypic observations such as haemocyte internalization of mycobacterial bacilli (hemolin/β-actin), formation of granuloma-like structures (Hdd11), and melanization (phenoloxidase activating enzyme 3 and serpins). Furthermore, similarities in immune expression in G. mellonella, mouse, zebrafish and in vitro cell-line models of tuberculosis infection were also identified for the mechanism of phagocytosis (β-actin). Cecropins (antimicrobial peptides), which share the same α-helical motif as a highly potent peptide expressed in humans (h-CAP-18), were induced in G. mellonella in response to infection, giving insight into a potential starting point for novel antimycobacterial agents. We believe that these novel insights into the innate immune response further contribute to the validation of this cost-effective and ethically acceptable insect model to study members of the MTBC.