Parasitism can result in dramatic changes in host phenotype, which are themselves underpinned by genes and their expression. Understanding how hosts respond at the molecular level to parasites can therefore reveal the molecular architecture of an altered host phenotype. The entomoparasitic nematode Sphaerularia bombi is a parasite of bumblebee (Bombus) hosts where it induces complex behavioural changes and host castration. To examine this interaction at the molecular level, we performed genome-wide transcriptional profiling using RNA-Sequencing (RNA-Seq) of S. bombi-infected Bombus terrestris queens at two critical time-points: during and just after overwintering diapause. We found that infection by S. bombi affects the transcription of genes underlying host biological processes associated with energy usage, translation, and circadian rhythm. We also found that the parasite affects the expression of immune genes, including members of the Toll signalling pathway providing evidence for a novel interaction between the parasite and the host immune response. Taken together, our results identify host biological processes and genes affected by an entomoparasitic nematode providing the first steps towards a molecular understanding of this ecologically important host-parasite interaction.