Lepidopteran insects constitute one of the largest fractions of animals on earth, but are considered pests in their relationship with man. Key to the success of this order of insects is its ability to digest food and absorb nutrition, which takes place in the midgut. Because environmental microorganisms can easily enter Lepidopteran guts during feeding, the innate immune response guards against pathogenic bacteria, virus and microsporidia that can be devoured with food. Gut immune responses are complicated by both resident gut microbiota and the surrounding peritrophic membrane and are distinct from immune responses in the body cavity, which depend on the function of the fat body and hemocytes. Due to their relevance to agricultural production, studies of Lepidopteran insect midgut and immunity are receiving more attention, and here we summarize gut structures and functions, and discuss how these confer immunity against different microorganisms. It is expected that increased knowledge of Lepidopteran gut immunity may be utilized for pest biological control in the future.