Insect immune systems can recognize specific pathogens and prime offspring immunity. High specificity of immune priming can be achieved when insect females transfer immune elicitors into developing oocytes. The molecular mechanism behind this transfer has been a mystery. Here, we establish that the egg-yolk protein vitellogenin is the carrier of immune elicitors. Using the honey bee, Apis mellifera, model system, we demonstrate with microscopy and western blotting that vitellogenin binds to bacteria, both Paenibacillus larvae – the gram-positive bacterium causing American foulbrood disease – and to Escherichia coli that represents gram-negative bacteria. Next, we verify that vitellogenin binds to pathogen-associated molecular patterns; lipopolysaccharide, peptidoglycan and zymosan, using surface plasmon resonance. We document that vitellogenin is required for transport of cell-wall pieces of E. coli into eggs by imaging tissue sections. These experiments identify vitellogenin, which is distributed widely in oviparous species, as the carrier of immune-priming signals. This work reveals a molecular explanation for trans-generational immunity in insects and a previously undescribed role for vitellogenin.