Immunity is an important mechanism of protection against pathogens and parasites. One factor that can influence immunity is mating. During mating, male-derived materials are transferred to females, and the physical contact also involves the potential risk of sexually transmitted infections, and wounding. Thus, mating can challenge a female’s immune system. This review focuses on exploring how immunity and mating interact in female insects. Although mating has been shown to cause female immune responses in several species, the responses do not always match the observed resistance to pathogens/parasites. Mating up-regulates female immune responses while female resistance is reduced compared to virgin females in some species, and vice versa in other taxa. We discuss why mismatches occur and why post-mating female resistance differs among species, and suggest that measured immune responses may not correlate with female resistance. Also, the mating system will play a major role. Polyandrous mating systems can generate intense post-mating sexual conflict, which can impose high costs of mating on females. Reduced female post-mating resistance may be due to direct suppression of female immunity by males. Alternatively, polyandry may increase the risk of sexually transmitted infections. If this is the major factor driving female post-mating resistance, females of polyandrous species should have higher post-mating immunity. To date, there are insufficient numbers of studies to fully answer the question ‘does mating negatively affect female immune defences in insects?’ To elucidate the links between immunity and mating in females, we need more studies in more species with varied mating systems.