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Defense against natural enemies constitutes an important driver of herbivore host range evolution in the wild. Populations of the Baltimore checkerspot butterfly,Euphydryas phaeton(Nymphalidae), have recently incorporated an exotic plant,Plantago lanceolata(Plantaginaceae), into their dietary range. To understand the tritrophic consequences of utilizing this exotic host plant, we examined immune performance, chemical defense, and interactions with a natural entomopathogen (Junonia coenia densovirus,Parvoviridae) across wild populations of this specialist herbivore. We measured three immune parameters, sequestration of defensive iridoid glycosides (IGs), and viral infection load in field‐collected caterpillars using eitherP.lanceolataor a native plant,Chelone glabra(Plantaginaceae). We found that larvae using the exotic plant exhibited reduced immunocompetence, compositional differences in IG sequestration, and higher in situ viral burdens compared to those using the native plant. On both host plants, high IG sequestration was associated with reduced hemocyte concentration in the larval hemolymph, providing the first evidence of incompatibility between sequestered chemical defenses and the immune response (i.e., the “vulnerable host” hypothesis) from a field‐based study. However, despite this negative relationship between IG sequestration and cellular immunity, caterpillars with greater sequestration harbored lower viral loads. While survival of virus‐infected individuals decreased with increasing viral burden, it ultimately did not differ between the exotic and native plants. These results provide evidence that: (1) phytochemical sequestration may contribute to defense against pathogens even when immunity is compromised and (2) herbivore persistence on exotic plant species may be facilitated by sequestration and its role in defense against natural enemies.