Hemolymph melanization is a conserved immune response in insects and other arthropods. However, the physiological process of the hemolymph system in the melanization response is hardly studied. Here, alterations of hemocytes in immune melanization were observed by Escherichia coli infection in Bombyx mori. Results first showed that there were cells aggregating into clusters. However, it vanished, and only part of clustered hemocytes were melanized during the period of intense immunity. The hemocyte numbers immediately decreased following an immune challenge, slowly increased to a peak, then reduced and finally returned to normalization. Granulocytes participated in cells aggregation at the early and later immune stage, while plasmatocytes were responsible for hemocytes agglomerate and melanization for the longest time, and more oenocytoids appeared at the peak stage of melanization. Moreover, hemocytes played a crucial role in resisting invasion of pathogens by agglomerate and melanization, and the circulatory system maintained higher hemocyte numbers and stronger antibacterial activity in fifth than fourth instar larvae after infection. In vitro immune melanization was most likely preferentially implemented in an independent process. These were the main characteristics reflecting the physiological process of hemolymph immune melanization, which provided an important foundation for further study of the complete mechanisms in the immunity of silkworm.