Climate change is an important environmental problem which has caused great concern around the world. Climate change\|particularly global warming\|has a direct and indirect impact on poikilothermic animals, especially for insects and the biotic community around them. We review the most recent progress in effects of global warming on insects and methodologies used in the research. Global warming may lead to an advance in insect phenology, and shift in geographic distribution to higher latitude and altitude. It may also restrain abundance of the low temperature adaptive species and promote abundance of the high temperature adaptive species. In addition, global warming disturbs the synchrony of host plant\|herbivore\|natural enemy in phenology and other interactions among different species, modifies the spectrum of host\|plants and feeding capacity of insects. An intense stress caused by long\|term high temperature leads to a variation of gene frequency in insect population. Furthermore, global warming in terms of the increase in daily average temperature and maximum temperature, and the decrease in diurnal temperature have crucial effects on the development, reproduction, and survival of insect. The main research approaches to study effects of global warming on insects include: direct observation in field, regression models developed with historical data, day\|degree models, and ecological risk assessment programs e.g. CLIMEX and GIS, paleontological comparison, ecological experiments in climate chambers, and examination of the gene frequency with gene marker. At last, we review the weakness of previous studies and point out research directions in the near future: (1) investigating biology and ecology of more species of important crop pests, and inter\|specific interactions under global warming scenarios; (2) studying more on insect adaptation to high temperature; (3) developing new experimental approaches and collecting better data under artificial climate conditions; (4) constructing validated ecological models of insects which was driven by temperature and other ecological factors.