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Parasites and pathogens can follow different patterns of infection depending on the host developmental stage or sex. In fact, immune function is energetically costly for hosts and trade‐offs exist between immune defenses and life history traits as growth, development and reproduction and organisms should thus optimize immune defense through their life cycle according to their developmental stage. Identifying the most susceptible target and the most virulent pathogen is particularly important in the case of insect pests, in order to develop effective control strategies targeting the most vulnerable individuals with the most effective control agent. Here, we carried out laboratory tests to identify the most susceptible target of infection by infecting different stages of the red palm weevil Rhynchophorus ferrugineus (larvae, pupae, male, and female adults) with both a generic pathogen, antibiotic‐resistant Gram‐negative bacteria Escherichia coli XL1‐Blue, and two specific strains of entomopathogenic nematodes (EPNs), Steinernema carpocapsae ItS‐CAO1 and Heterorhabditis bacteriophora ItH‐LU1. By evaluating bacterial clearance, host mortality and parasite progeny release, we demonstrate that larvae are more resistant than adults to bacterial challenge and they release less EPNs progeny after infection despite a higher mortality compared to adults. Considering the two EPN strains, S. carpocapsae was more virulent than H. bacteriophora both in terms of host mortality and more abundant progeny released by hosts after death. The outcomes attained with unspecific and specific pathogens provide useful information for a more efficient and sustainable management of this invasive pest. [ABSTRACT FROM AUTHOR]