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Overwintering insects face multiple stressors, including pathogen and parasite pressures that shift with seasons. However, we know little of how the insect immune system fluctuates with season, particularly in the overwintering period. To understand how immune activity changes across autumn, winter, and spring, we tracked immune activity of three temperate insects that overwinter as larvae: a weevil (Curculio sp., Coleoptera), gallfly (Eurosta solidaginis, Diptera), and larvae of the lepidopteran Pyrrharctia isabella. We measured baseline circulating hemocyte numbers, phenoloxidase activity, and humoral antimicrobial activity, as well as survival of fungal infection and melanization response at 12°C and 25°C to capture any potential plasticity in thermal performance. In Curculio sp. and E. solidaginis, hemocyte concentrations remained unchanged across seasons and antimicrobial activity against Gram-positive bacteria was lowest in autumn; however, Curculio sp. were less likely to survive fungal infection in autumn, whereas E. solidaginis were less likely to survive infection during the winter. Furthermore, hemocyte concentrations and antimicrobial activity decreased in P. isabella overwintering beneath snow cover. Overall, seasonal changes in activity were largely species dependent, thus it may be difficult to create generalizable predictions about the effects of a changing climate on seasonal immune activity in insects. However, we suggest that the relationship between the response to multiple stressors (e.g., cold and pathogens) drives changes in immune activity, and that understanding the physiology underlying these relationships will inform our predictions of the effects of environmental change on insect overwintering success.We compared immune responses during overwintering in three insect species. Immunity varies seasonally in a species-dependent fashion. Warmer and less thermally variable microhabitats decrease spring immune activity. Species-specific responses are likely a product of the response to different iterations of multiple overwintering stressors.