Transgenerational immune priming (TGIP) is an intriguing form of parental care which leads to the plastic adjustment of the progeny's immunity according to parental immune experience. Such parental effect has been described in several vertebrate and invertebrate taxa. However, very few empirical studies have been conducted from the field, with natural host-parasite systems and real ecological settings, especially in invertebrates. We investigated TGIP in wild populations of the marine annelid Hediste diversicolor. Females laid eggs in a mud tube and thus shared the local microbial threats with the first developmental stages, thus meeting expectations for the evolution of TGIP. We evidenced that a maternal bacterial challenge led to the higher antibacterial defense of the produced oocytes, with higher efficiency in the case of Gram-positive bacterial challenge, pointing out a prevalent role of these bacteria in the evolutionary history of TGIP in this species. Underlying mechanisms might involve the antimicrobial peptide hedistin that was detected in the cytoplasm of oocytes and whose mRNAs were selectively stored in higher quantity in mature oocytes, after a maternal immune challenge. Finally, maternal immune transfer was significantly inhibited in females living in polluted areas, suggesting associated costs and the possible trade-off with female's protection.