Insects are the most diverse animal group on the planet. Their success is reflected by the diversity of habitats in which they live. However, these habitats have undergone great changes in recent decades; understanding how these changes affect insect health and fitness is an important challenge for insect conservation. In this Review, we focus on the research that links the nutritional environment with infection and immune status in insects. We first discuss the research from the field of nutritional immunology, and we then investigate how factors such as intracellular and extracellular symbionts, sociality and transgenerational effects may interact with the connection between nutrition and immunity. We show that the interactions between nutrition and resistance can be highly specific to insect species and/or infection type – this is almost certainly due to the diversity of insect social interactions and life cycles, and the varied environments in which insects live. Hence, these connections cannot be easily generalised across insects. We finally suggest that other environmental aspects – such as the use of agrochemicals and climatic factors – might also influence the interaction between nutrition and resistance, and highlight how research on these is essential.