MicroRNAs (miRNAs) are small non-coding RNAs mediating post-transcriptional regulation of gene expression in eukaryotes. Addressing their role in regulation of physiological adaptations to environmental stress in insects, we selected the red flour beetle Tribolium castaneum as a model. Beetles were fed with the bacterial entomopathogen Pseudomonas entomophila (to mimic natural infection), injected with peptidoglycan (experimental setting of strong immune responses) or subjected to either mild heat shock or starvation. Differential expression of selected immunity- and stress-related genes was quantified using real-time PCR, and expression and induction of 455 mature arthropod miRNAs were determined using proprietary microarrays. We found that Tribolium exhibits both gender- and stressor-specific adjustment of immune gene and miRNA expression. Strikingly, we discovered that the number of stressor-induced miRNAs in females is remarkably higher than in males. This observation could support the hypothesis called Bateman's principle in immunity that predicts gender-specific immune responses because females gain fitness through increased longevity, whereas males gain fitness by increasing mating rates. Our results suggest that Tribolium males and females display differential regulatory elements, both pre- and post-transcriptional, likely resulting from different investment strategies in life-history traits.