The spread of the invasive harlequin ladybird (Harmonia axyridis) in Europe is accompanied by the decline of the native and non-invasive two-spotted ladybird (Adalia bipunctata). Here we show that microsporidia carried by H. axyridis can kill A. bipunctata following the oral uptake of spores, suggesting that their horizontal transmission via intraguild predation may help the invader to outcompete its native competitor. The native seven-spotted ladybird (Coccinella septempunctata) is thought to be less susceptible both to the spread of H. axyridis and to its microsporidia. To investigate whether the distinct levels of pathogen susceptibility in these three ladybird species are determined by their immune systems, we compared the immunity-related transcriptomes of untreated beetles and beetles challenged with suspensions of bacteria and yeast. We found that H. axyridis carries three and four times as many genes encoding antimicrobial peptides representing the attacin, coleoptericin and defensin families than C. septempunctata and A. bipunctata, respectively. Gene expression studies following the injection of bacteria and yeasts into beetles revealed that members of these three antimicrobial peptide families are also induced more strongly in H. axyridis than C. septempunctata or A. bipunctata. Our results therefore support the hypothesis that a superior immune system promotes the performance of invasive species.