Cuticular colour in the mealworm beetle (Tenebrio molitor) is a quantitative trait, varying from tan to black. Population level variation in cuticular colour has been linked to pathogen resistance in this species and in several other insects: darker individuals are more resistant to pathogens. Given that cuticular colour has a heritable component, we have taken an experimental evolution approach: we selected 10 lines for black and 10 lines for tan adult cuticular phenotypes over at least six generations and measured the correlated responses to selection in a range of immune effector systems. Our results show that two immune parameters related to resistance (haemocyte density and pre-immune challenge activity of phenoloxidase (PO)) were significantly higher in selection lines of black beetles compared to tan lines. This may help to explain increased resistance to pathogens in darker individuals. Cuticular colour is dependent upon melanin production, which requires the enzyme PO that is present in its inactive form inside haemocytes. Thus, the observed correlated response to selection upon cuticular colour and immune variables probably results from these traits' shared dependence on melanin production.