Horizontal gene transfer (HGT) is a method used by organisms to obtain genetic information that plays an important role in their evolution. In recent years, more and more HGT phenomena have been reported in insects, such as in Lepidoptera (e.g., Bombyx mori, Spodoptera exigua, Plutella xylostella, and Spodoptera litura), Hemiptera (e.g., Planococcus citri and Bemisia tabaci), Coleoptera (e.g., Hypothenemus hampei, Sitophilus oryzae, and Anoplophora glabripennis), Hymenoptera (e.g., Nasonia), and Diptera (e.g., Drosophila, and Aedes albopictus). The presence of HGT has been widely reported, and several HGT genes have also been reported. Transferred genes play important roles in nutrient synthesis and symbiosis, absorption and digestion, toxin production and detoxification, growth and development, and body color changes in insects. This paper summarizes and discusses the research steps and technical methods of HGT, the methods for assessing the occurrence of HGT, and the donors and functions of insect HGT to gain a more in-depth understanding of the phenomenon of HGT and contribute to the investigation of the mechanism of HGT; the understanding of the evolution, genetics, and behavior of insects. We hope to gain a deeper understanding of the phenomenon of HGT and provide more ideas for exploring the mechanism of HGT, understanding the evolution, genetics, and behavior of insects, and applying HGT to agricultural production for green pest control.