Multiple factors may affect establishment of introduced biological control agents. One factor that may allow some introduced species to succeed, but yet is rarely addressed, is relative immunity to pathogens. We tested the susceptibility of four species of adult lady beetles (Coleoptera: Coccinellidae) along with 3rd instar black cutworm (Agrotis ipsilon [Lepidoptera: Noctuidae]) to the entomopathogenic nematodes Steinernema carpocapsae and Heterorhabditis bacteriophora in laboratory studies. Lady beetles tested included two species native to North America (Olla v-nigrum and Coleomegilla maculata) and two species introduced into North America as biological control agents (Harmonia axyridis and Coccinella septempunctata). Overall, A. ipsilon was more susceptible than the lady beetles to the nematodes. Lady beetles were more susceptible to S. carpocapsae than to H. bacteriophora except for H. axyridis where no differences in treatment mortality were detected. In addition, there was a trend for introduced lady beetle species to be less susceptible than native species. Results could aid in selection of entomopathogenic nematodes that are less virulent to certain beneficial insects and may hint at a trait that aids in successful establishment by some introduced biological control agents.