Climate change and global warming are of great concern to agriculture worldwide and are among the most discussed issues in today’s society. Climate parameters such as increased temperatures, rising atmospheric CO2 levels, and changing precipitation patterns have significant impacts on agricultural production and on agricultural insect pests. Changes in climate can affect insect pests in several ways. They can result in an expansion of their geographic distribution, increased survival during overwintering, increased number of generations, altered synchrony between plants and pests, altered interspecific interaction, increased risk of invasion by migratory pests, increased incidence of insect-transmitted plant diseases, and reduced effectiveness of biological control, especially natural enemies. As a result, there is a serious risk of crop economic losses, as well as a challenge to human food security. As a major driver of pest population dynamics, climate change will require adaptive management strategies to deal with the changing status of pests. Several priorities can be identified for future research on the effects of climatic changes on agricultural insect pests. These include modified integrated pest management tactics, monitoring climate and pest populations, and the use of modelling prediction tools.