Propagation, survival, and distribution of organisms are affected by changing climate. Climate change broadly encompassing many altered climate events such as increase global temperature, variation in rainfall, increase range between wet and dry season precipitation and El Niño phenomenon. Comparing with marine life and alpine vegetation, impact of climate change on insect populations receives little attention from scientists. Insects play an important role in ecosystem and have specific functions in the environment including agriculture production, biological control of pests, pollination and growth of plants, and dead organism decomposition. This review collected research papers discussing the effects of climate factors such as CO2, temperature, atmospheric pressure, wind speed, cloud, precipitation, humidity, solar radiation, and El Niño on insects and briefly introduced current research on effects of these climate factors on insects.