Entomopathogenic fungi naturally infect insect hosts in environment. Fungal invasion and host immune defense are still in the progress of co-evolution. In this study, entomopathogenic fungus Beauveria bassiana and lepidopteran insect Galleria mellonella were used to investigate host cellular immunity and fungal strategy to evade host defense. First of all, genome-wide expression revealed the transcriptomic responses of hemocytes to insect mycopathogen, which dynamically varied during infection process. Enrichment analysis indicated that differentially expressed genes were primarily involved in metabolism, cellular process and immune system. Notably, cellular response involved a series of hydrolytic enzyme and antimicrobial peptide genes which were sorted together in clustering analysis. In B. bassiana, a cell-wall protein gene (BbCwp) contributes to fungal development in host hemocoel and virulence. RT-qPCR analyses indicated that infection by ΔBbCwp mutant strain caused the up-regulated expression of a series of immunity-related genes, including β-1, 3-glucan recognition protein, hydrolytic enzyme and antimicrobial peptide genes. Disruption of BbCwp resulted in a significant change in conidial lectin-binding feature and the enhanced encapsulation by the host hemocytes. After being treated with hydrolytic enzymes, ΔBbCwp mutant displayed a significantly enhanced sensitivity to osmotic and oxidative stresses. In conclusion, fungal invasion initiates comprehensive physiological responses in the host hemocytes. For mycopathogen, cell-wall protein plays an important role in fungal evasion of immunity defense and colonization in host. Our studies provide an initial framework for exploring more mechanistic details about the fungus-host interaction.