The penetration rates of four entomopathogenic nematode (EPN) strains Heterorhabditis bacteriophora (HP88), Steinernema carpocapsae (Sc), Steinernema glaseri (Sg), and Steinernema scapterisci (Ss) were evaluated on lastinstar larvae of Galleria mellonella at three concentrations: 20, 50, and 100 infective juveniles (IJ) per larva. Results showed a positive correlation between penetration rate and nematode concentration, with significant differences among strains (P < 0.001). The highest cumulative penetration rates were observed with H. bacteriophora (HP88), ranging from 0.79 ± 0.02 IJ/larva at 20 IJ to 0.98 ± 0.03 IJ/larva at 100 IJ. S. carpocapsae ranged from 0.45 ± 0.03 to 0.83 ± 0.06 IJ/larva, while S. scapterisci had the lowest penetration, from 0.32 ± 0.06 to 0.55 ± 0.03 IJ/larva. Histopathological examination revealed damage to the larvae’s body wall, including disintegration of the cuticular layer, epidermis dissolution, and nematode tunnels in the body cavity. Defense responses, such as hemocyte presence, were observed. Biochemical analysis showed increased acid phosphatase (ACP) after most treatments and alkaline phosphatase (ALP) activities, with acetylcholinesterase (AChE) varying among treatments. Phenoloxidase activity was elevated in all treated larvae. These findings suggest that EPNs, especially H. bacteriophora, are effective against G. mellonella and may be promising biological control agents.