Herbivorous insect species are constantly challenged with reactive oxygen species (ROS) generated from endogenous and exogenous sources. ROS produced within insects because of stress and prooxidant allelochemicals produced by host plants in response to herbivory require a complex mode of antioxidant defense during insect/plant interactions. Some insect herbivores have a midgut-based defense against the suite of ROS encountered. Because the Hessian fly (Mayetiola destructor) is the major insect pest of wheat worldwide, and an emerging model for all gall midges, we investigated its antioxidant responses during interaction with its host plant. Quantitative data for two phospholipid glutathione peroxidases (MdesPHGPX-1 and MdesPHGPX-2), two catalases (MdesCAT-1 and MdesCAT-2), and two superoxide dismutases (MdesSOD-1 and MdesSOD-2) revealed high levels of all of the mRNAs in the midgut of larvae on susceptible wheat (compatible interaction). During development of the Hessian fly on susceptible wheat, a differential expression pattern was observed for all six genes. Analysis of larvae on resistant wheat (incompatible interaction) compared with larvae on susceptible wheat showed increased levels of mRNAs in larvae on resistant wheat for all of the antioxidant genes except MdesSOD-1 and MdesSOD-2. We postulate that the increased mRNA levels of MdesPHGPX-1, MdesPHGPX-2, MdesCAT-1, and MdesCAT-2 reflect responses to ROS encountered by larvae while feeding on resistant wheat seedlings and/or ROS generated endogenously in larvae because of stress/starvation. These results provide an opportunity to understand the cooperative antioxidant defense responses in the Hessian fly/wheat interaction and may be applicable to other insect/plant interactions.