While dietary macronutrients are known to regulate insect immunity, few studies have examined their evolutionary effects. Here, we evaluate this relationship in the cricket Gryllodes sigillatus by maintaining replicate populations on four diets differing in protein (P) to carbohydrate (C) ratio (P- or C-biased) and nutritional content (low- or high-nutrition) for >37 generations. We split each population into two; one maintained on their evolution diet and the other switched to their ancestral diet. We also maintained populations exclusively on the ancestral diet (baseline). After three generations, we measured three immune parameters in males and females from each population. Immunity was higher on P-biased than C-biased diets and on low- versus high-nutrition diets, although the latter was most likely driven by compensatory feeding. These patterns persisted in populations switched to their ancestral diet, indicating genetic divergence. Crickets evolving on C-biased diets had lower immunity than the baseline, whereas their P-biased counterparts had similar or higher immunity than the baseline, indicating that populations evolved with dietary manipulation. While females exhibited superior immunity for all assays, the sexes showed similar immune changes across diets. Our work highlights the important role that macronutrient intake plays in the evolution of immunity in the sexes. Methods We measured immune parameters (hemocyte count, zone of inhibition and PO activity) in male and female crickets from replicate populations that have been evolving on diets differing in the ratio of protein to carbohydrates and total caloric content. Data on these immune parameters were compressed to a mean for each sex per population for final data analysis. Usage notes Data can be open in Microsoft Excel. The data is contained in two separate tabs. The first tab contains all the data from the evolution diet populations. The second tab contains all the data pertaining to the control populations (SCD).