When World War I started, Immelmann was recalled to active service, transferred to the Luftstreitkräfte and was sent for pilot training in November 1914. He was initially stationed in northern France as a reconnaissance aviator. On June 3, 1915 he was shot down by a French pilot but managed to land safely behind German lines. He was decorated with the Iron Cross, Second Class for preserving his aircraft. Later in 1915, he became a fighter pilot. He became known as Eagle of Lille (Der Adler von Lille).

Immelmann was the first pilot to be awarded the Pour le Mérite, Germany's highest military honour. The medal became colloquially known as the "Blue Max" in the German Air Service in honor of Immelmann. His medal was presented by Kaiser Wilhelm II in January 1916. Oswald Boelcke received his medal at the same ceremony.

Immelmann was killed in combat over Sallaumines in northern France on June 18, 1916. Some sources, including the German Air Service at the time, claimed the loss was due to (friendly) anti-aircraft artillery. Others, including his brother, believed his aircraft's interrupter mechanism (which was designed to prevent his through-the-propeller machinegun from damaging the propeller blades) had catastrophically malfunctioned. According to the official British account he was shot down by an F.E.2b aircraft of 25 Squadron Royal Flying Corps, flown by Second Lieutenant G.R. McCubbin with Corporal J. H. Waller as gunner/observer. Corporal Waller was credited with the victory by the Royal Flying Corps. However, the official German account today lists the loss as due to artillery fire.

Immelmann was credited with 15 victories. His final victory was on 30 March 1916.

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