The organ offers these females a degree of immunity from infections introduced by violent males.
The discovery may eventually help scientists to develop new techniques to prevent mosquitoes passing malaria and other fatal diseases to people.
Professor Mike Siva-Jothy, of the University of Sheffield, said that the organ formed a reservoir of white blood cells acting as a first line of defence against sexually transmitted infections.
The females evolved immune organs because of the violent mating techniques adopted by the males, which are armed with needle-like penises that they wield like daggers.
Instead of availing themselves of the female genitalia the male bedbugs simply stab them in the abdomen and inject semen into the abdominal cavity. The semen migrates through the female's body to fertilize the eggs.
Females suffer a 25 per cent higher mortality rate than males because of infections introduced into the wounds during mating.
Females mate only after a meal - they are so engorged, their bodies having swelled by up to 30 per cent, which they cannot escape.
Siva-Jothy said that without the organ the death rate would be much higher.
"This is a bizarre reproductive system. This is so extreme it's only evolved once. Bedbugs live in unsanitary spaces, often crawling through faeces. Males and females are covered in bacteria and fungi and the males introduce these pathogens into the female when they mate," Timesonline quoted Siva-Jothy, as saying.
"The higher female mortality isn't caused by the wounding, it's the pathogens. Females have responded to this by evolving a whole new immune organ," Siva-Jothy added.
Siva-Jothy said that the discovery would allow scientists to study a concentrated form of insect immune systems.
The findings were announced at the Royal Entomological Society conference this month.