Group living can select for increased immunity, given the heightened risk of parasite transmission. Yet, it also may select for increased male reproductive investment, given the elevated risk of female multiple mating. Trade-offs between immunity and reproduction are well documented. Phenotypically, population density mediates both reproductive investment and immune function in the Indian meal moth, Plodia interpunctella. However, the evolutionary response of populations to these traits is unknown. We created two replicated populations of P. interpunctella, reared and mated for 14 generations under high or low population densities. These population densities cause plastic responses in immunity and reproduction: at higher numbers, both sexes invest more in one index of immunity (phenoloxidase (PO) activity) and males invest more in sperm. Interestingly, our data revealed divergence in PO and reproduction in a different direction to previously reported phenotypic responses. Males evolving at low population densities transferred more sperm and both males and females displayed higher PO than individuals at high population densities. These positively correlated responses to selection suggest no apparent evolutionary trade-off between immunity and reproduction. We speculate that the reduced PO activity and sperm investment when evolving under high population density may be due to the reduced population fitness predicted under increased sexual conflict and/or to trade-offs between pre- and post-copulatory traits