Many herbivorous insects sequester defensive chemicals from their host plants. We tested sequestration fitness costs in the specialist moth Utetheisa ornatrix (Lepidoptera: Arctiidae). We added pyrrolizidine alkaloids (PAs) to an artificial diet at different concentrations. Of all the larval and adult fitness components measured, only development time was negatively affected by PA concentration. These results were repeated under stressful laboratory conditions. On the other hand, the amount of PAs sequestered greatly increased with the diet PA concentration. Absence of a detectable negative effect does not necessarily imply a lack of costs if all individuals express the biochemical machinery of detoxification and sequestration constitutively. Therefore, we used qPCR to show that expression of the gene used to detoxify PAs, pyrrolizidine-alkaloid-N-oxygenase (pno), increased 41-fold in our highest PA treatment. Nevertheless, fitness components were affected only slightly or not at all, suggesting that sequestration in this species does not incur a strong cost. The apparent lack of costs has important implications for our understanding of the evolution of ecological interactions; for example, it implies that selection by specialist herbivores may decrease the levels of certain chemical defences in plant populations.