Psychophysics has much to offer the study of insect hearing. Not only is there a rich set of experimental methods to apply, there is a large body of experimental work on vertebrate hearing that can suggest topics for investigation and provide material for cross-species comparisons. We present an overview of the methods of psychophysics, followed by specific examples of their use in insects. Topics covered include intensity discrimination, frequency analysis and discrimination, temporal integration and acuity, and localization. We conclude by pointing out additional areas of research suggested by the reviewed work and areas in which a psychophysical approach would be useful.