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In many insects, individuals primed with low doses of pathogens live longer after being exposed to the same pathogen later in life. Yet, our understanding of the evolutionary and ecological history of priming of immune response in natural insect populations is limited. Previous work demonstrated population, sex and stage specific variation in the survival benefit of priming response in flour beetles (Tribolium castaneum) infected with their natural pathogen Bacillus thuringiensis. However, the evolutionary forces responsible for this natural variation remained unclear. Here, we tested whether the strength of the priming response (measured as the survival benefit after priming and subsequent infection relative to unprimed controls) was associated with multiple fitness parameters across 10 flour beetle populations. Our results suggest two major selective pressures that may explain the observed inter-population variation in priming: (A) Basal pathogen susceptibility: populations that were more susceptible to infection produced a stronger priming response, and (B) Reproductive success: populations where primed females produced more offspring had lower survival benefit, suggesting a trade-off between priming response and reproduction. Our work is the first empirical demonstration of multiple selective pressures that may govern the adaptive evolution of immune priming in the wild. We hope that this motivates further experiments to establish the role of pathogen-imposed selection and fitness costs in the evolution of priming in natural insect populations.