The non-virulent Wolbachia strain wMel and the life-shortening strain wMelPop-CLA, both originally from Drosophila melanogaster, have been stably introduced into the mosquito vector of dengue fever, Aedes aegypti. Each of these Wolbachia strains interferes with viral pathogenicity and/or dissemination in both their natural Drosophila host and in their new mosquito host, and it has been suggested that this virus interference may be due to host immune priming by Wolbachia. In order to identify aspects of the mosquito immune response that might underpin virus interference, we used whole-genome microarrays to analyse the transcriptional response of A. aegypti to the wMel and wMelPop-CLA Wolbachia strains. While wMel affected the transcription of far fewer host genes than wMelPop-CLA, both strains activated the expression of some immune genes including anti-microbial peptides, Toll pathway genes and genes involved in melanization. Because the induction of these immune genes might be associated with the very recent introduction of Wolbachia into the mosquito, we also examined the same Wolbachia strains in their original host D. melanogaster. First we demonstrated that when dengue viruses were injected into D. melanogaster, virus accumulation was significantly reduced in the presence of Wolbachia, just as in A. aegypti. Second, when we carried out transcriptional analyses of the same immune genes up-regulated in the new heterologous mosquito host in response to Wolbachia we found no over-expression of these genes in D. melanogaster, infected with either wMel or wMelPop. These results reinforce the idea that the fundamental mechanism involved in viral interference in Drosophila and Aedes is not dependent on the up-regulation of the immune effectors examined, although it cannot be excluded that immune priming in the heterologous mosquito host might enhance the virus interference trait.