The pathogen interference phenotype greatly restricts infection with dengue virus (DENV) and other pathogens in Wolbachia-infected Aedes aegypti, and is a vital component of Wolbachia-based mosquito control. Critically, the phenotype's causal mechanism is complex and poorly understood, with recent evidence suggesting that the cause may be species specific. To better understand this important phenotype, we investigated the role of diet-induced nutritional stress on interference against DENV and the avian malarial parasite Plasmodium gallinaceum in Wolbachia-infected Ae. aegypti, and on physiological processes linked to the phenotype. Wolbachia-infected mosquitoes were fed one of four different concentrations of sucrose, and then challenged with either P. gallinaceum or DENV. Interference against P. gallinaceum was significantly weakened by the change in diet however there was no effect on DENV interference. Immune gene expression and H2O2 levels have previously been linked to pathogen interference. These traits were assayed for mosquitoes on each diet using RT-qPCR and the Amplex Red Hydrogen Peroxide/Peroxidase Assay Kit, and it was observed that the change in diet did not significantly affect immune expression, but low carbohydrate levels led to a loss of ROS induction in Wolbachia-infected mosquitoes. Our data suggest that host nutrition may not influence DENV interference for Wolbachia-infected mosquitoes, but Plasmodium interference may be linked to both nutrition and oxidative stress. This pathogen-specific response to nutritional change highlights the complex nature of interactions between Wolbachia and pathogens in mosquitoes.