The pace-of-life syndrome (POLS) hypothesis is an extended concept of the life-history theory that includes behavioural traits. The studies challenging the POLS hypothesis often focus on the relationships between a single personality trait and a physiological and/or life-history trait. While pathogens represent a major selective pressure, few studies have been interested in testing relationships between behavioural syndrome, and several fitness components including immunity. The aim of this study was to address this question in the mealworm beetle, Tenebrio molitor, a model species in immunity studies. The personality score was estimated from a multidimensional syndrome based of four repeatable behavioural traits. In a first experiment, we investigated its relationship with two measures of fitness (reproduction and survival) and three components of the innate immunity (haemocyte concentration, and levels of activity of the phenoloxidase including the total proenzyme and the naturally activated one) to challenge the POLS hypothesis in T. molitor. Overall, we found a relationship between behavioural syndrome and reproductive success in this species, thus supporting the POLS hypothesis. We also showed a sex-specific relationship between behavioural syndrome and basal immune parameters. In a second experiment, we tested whether this observed relationship with innate immunity could be confirmed in term of differential survival after challenging by entomopathogenic bacteria, Bacillus thuringiensis. In this case, no significant relationship was evidenced. We recommend that future researchers on the POLS should control for differences in evolutionary trajectory between sexes and to pay attention to the choice of the proxy used, especially when looking at immune traits.