Herbivorous insect species are constantly challenged with reactive oxygen species (ROS) generated from endogenous and exogenous sources. ROS produced within insects due to stress and prooxidant allelochemicals produced by host plants in response to herbivory require a complex mode of antioxidant defense during insect-plant interactions. To process the ingested toxic plant chemicals, some insect herbivores have developed a strikingly unique midgut-based strategy to defend against the suite of ROS encountered. Despite being the major insect pest of wheat world-wide, the Hessian fly (Mayetiola destructor) response to wheat at the molecular level is yet to be unraveled. We report the antioxidant defense mechanism required by the Hessian fly during compatible (larvae on susceptible wheat) and incompatible (larvae on resistant wheat) interactions. Quantitative data for two superoxide dismutases (MdesSOD-1 and MdesSOD-2), two catalases (MdesCAT-1 and MdesCAT-2) and two phospholipid glutathione peroxidases (MdesPHGPX-1 and MdesPHGPX-2) revealed high levels of all the mRNAs in larval midgut and feeding instars. Further analysis in larvae participating in compatible and incompatible interactions showed increased levels of all mRNAs except for MdesSOD-1and MdesSOD -2. We postulate MdesCAT-1, MdesCAT-2, MdesPHGPX-1 and MdesPHGPX-2 to be important in detoxifying ROS encountered by larvae while feeding on wheat seedlings and/or ROS generated endogenously due to stress. These results provide a unique opportunity to understand the cooperative antioxidant defense responses in the Hessian fly/wheat interaction and may be applicable to other insect/plant interactions.