Nitric oxide (NO) mediates both cellular and humoral immune responses in insects. Its mediation of cellular immune responses uses eicosanoids as a downstream signal. However, the cross-talk with two immune mediators was not known in humoral immune responses. This study focuses on cross-talk between two immune mediators in inducing gene expression of anti-microbial peptides (AMPs) of a lepidopteran insect, Spodoptera exigua. Up-regulation of eight AMPs was observed in S. exigua against bacterial challenge. However, the AMP induction was suppressed by injection of an NO synthase inhibitor, L-NAME, while little expressional change was observed on injecting its enantiomer, D-NAME. The functional association between NO biosynthesis and AMP gene expression was further supported by RNA interference (RNAi) against NO synthase (SeNOS), which suppressed AMP gene expression under the immune challenge. The AMP induction was also mimicked by NO alone because injecting an NO analog, SNAP, without bacterial challenge significantly induced the AMP gene expression. Interestingly, an eicosanoid biosynthesis inhibitor, dexamethasone (DEX), suppressed the NO induction of AMP expression. The inhibitory activity of DEX was reversed by the addition of arachidonic acid, a precursor of eicosanoid biosynthesis. AMP expression of S. exigua was also controlled by the Toll/IMD signal pathway. The RNAi of Toll receptors or Relish suppressed AMP gene expression by suppressing NO levels and subsequently reducing PLA2 enzyme activity. These results suggest that eicosanoids are a downstream signal of NO mediation of AMP expression against bacterial challenge.