Yes, he is immune to genjutsu. There is not a single panel that shows Sasori trapped in a genjutsu. He has a soul that allows him to use ninjutsu, but as seen in the manga, he has never been shown to tire. Which is why the databook gives him a 5 for stamina. He does not need to eat, drink, sleep, etc. He never gets sick, never gets tired, etc. He is immortal and immune to genjutsu.
