Plants show rapid adaptation towards resistance against heavy metals. In contrast, tests examining the local adaptation of insect herbivores to heavy metal pollution are lacking. Here we test whether the autumnal moth Epirrita autumnata, living in a heavy metal contaminated area, shows local adaptation in the growth rate and immune function. We gathered male moths from control and polluted areas for use in paternal half-sib crossings in order to ensure that we measure genotypic variation in addition to phenotypic variation. We found genotype × environment interactions in the growth of the larvae suggesting potential local adaptation in the growth of pollution-exposed moths. However, adaptation appears to incur a cost, because we observed reduced performance of the heavy metal adapted strain in a non-polluted environment. Finally, we found that pollution enhanced the immune function in female moths but not in males.