Global average surface temperature has increased by around 0.6 ºC during the past century and will continue to rise in the future. Understanding how these changes in climate have affected biological systems has attracted a vast research effort during the last two decades. Here I review the existing empirical evidence of how insects have responded to these changes in climate, especially to the increases in temperature. Evidence provided here indicates that insects are good indicators of current human-driven climate change. They have responded to warming in all the predicted ways, from changes in phenology and distribution, to undergoing evolutionary changes albeit at the population level. Insects have also provided examples of how biodiversity and community structure is affected by current climate change. However, there are still many unknowns in our understanding of the detrimental and beneficial effects of climate change to biological systems. Future research needs to consider other climatic factors, geographic and taxonomic bias and the effect of individual responses on species interaction.