The evolution of genetic mechanisms used to combat bacterial infections is critical for the survival of animals and plants, yet how these genes evolved to produce a robust defense system is poorly understood. Studies of the nematode Caenorhabditis elegans have uncovered a plethora of genetic regulators and effectors responsible for surviving pathogens. However, comparative studies utilizing other free-living nematodes and therefore providing an insight into the evolution of innate immunity have been lacking. Here, we take a systems biology approach and use whole genome microarrays to profile the transcriptional response of C. elegans and the necromenic nematode Pristionchus pacificus after exposure to the four different pathogens Serratia marcescens, Xenorhabdus nematophila, Staphylococcus aureus and Bacillus thuringiensis DB27. C. elegans is susceptible to all four pathogens whilst P. pacificus is only susceptible to S. marcescens and X. nematophila. We show an unexpected level of specificity in host responses to distinct pathogens within and across species, revealing an enormous complexity of effectors of innate immunity. Functional domains enriched in the transcriptomes on different pathogens are similar within a nematode species but different across them, suggesting differences in pathogen sensing and response networks. We find translation inhibition to be a potentially conserved response to gram-negative pathogens in both the nematodes. Further computational analysis indicates that both nematodes when fed on pathogens up-regulate genes known to be involved in other stress responses like heat shock, oxidative and osmotic stress, and genes regulated by DAF-16/FOXO and TGF-beta pathways. This study presents a platform for comparative systems analysis of two nematode model species, and a catalog of genes involved in the evolution of nematode immunity and identifies both pathogen specific and pan-pathogen responses. We discuss the potential effects of ecology on evolution of downstream effectors and upstream regulators on evolution of nematode innate immunity.