The yellow mealworm (Tenebrio molitor) is a promising insect species for mass-rearing for the production of feed and food. In mass-production systems, insects may be exposed to abiotic stressors such as heat stress as well as potentially lethal pathogens. To ensure mass-reared T. molitor populations are healthy and productive there is a need to understand both the risks, and potential benefits of heat stress, on the fitness of insects and their susceptibility to pathogens. In this study, we investigated the effects of a short (2 h) or a long (14 h) heat stress (38 °C) exposure on the susceptibility and the immune responses of T. molitor larvae exposed to a fungal pathogen (Metarhizium brunneum). Larvae were exposed to the pathogen either immediately or five days after the heat stress treatments. The development of heat stressed larvae and their offspring was also assessed. A short heat stress immediately before exposure to M. brunneum increased the survival probability of T. molitor larvae, which correlated with increased antibacterial activity in the hemolymph. The exposure of larvae to short, or long heat stresses five days before pathogen exposure did not affect their survival, despite a temporary lowered body mass gain of heat stressed larvae. However, heat stressed larvae showed decreased hemocyte concentrations when exposed to M. brunneum. We also found an increased body weight in larval offspring of females that had been exposed to a short heat stress as larvae themselves. These findings demonstrate the importance of understanding the effects of heat stress in the long-term. The beneficial effects of heat stress on pathogen susceptibility in T. molitor and the negative effects on body mass gain are only transient, whereas negative effects on immune response (hemocyte concentrations) persist over an extended period.