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ABSTRACT The growing urbanization process is accompanied by the emergence of new habitats for wildlife, and cities are sometimes seen as refuges for pollinators such as wild bees compared to intensively cultivated rural habitats. However, the contrasting living conditions that combine high fragmentation, exposure to pollutants, and heat island effects, with low pesticide use and potentially high availability of resources, make it difficult to predict the overall effect of urban living on the health of wild bees. Moreover, if the responses of wild bee populations in terms of species richness and diversity have been the focus of many recent studies, individual responses to urbanization have been more rarely investigated. More specifically, data on the impacts on individual bee physiology and health are lacking. To help fill this gap, we collected red‐tailed bumblebee (Bombus lapidarius) workers along a gradient of urbanization defined by the level of soil imperviousness, and estimated environmental (air quality) and ecological (pathogens' prevalence and loads; local competition) pressures they locally experienced. In parallel, we quantified the expression of selected immune marker genes. We measured how the immune system of bumblebees responds to urbanization gradient and which local parameters best explain the observed changes in immune gene expression. We evidenced three immune markers, tightly linked with cellular metabolism, whose expressions increase with the level of urbanization, independently of individual infection and pollution exposure. We suggest that induction of their expression reveals a shift in wild bee immunometabolism, supposedly in response to the stressful conditions experienced in areas with high built‐up cover. The induction of these genes is likely at the root of any immune activation; they could thus be used as markers to estimate the levels of urban stress locally experienced by pollinators.