The amounts and diversity of insects make them significant contributors to ecosystems stability. Human activities are associated with rapid changes in the lighting conditions of ecosystems. These changes produce diverse alterations to behavior, physiology and, ultimately, population sizes of insects. The present review addresses the changes in insects that occurre upon anthropogenic light pollution. The insects that are active in nighttime are subject to direct negative impacts of light at night primarily because it shortens the foraging and proliferation periods and thus diminishes insect populations, whereas daytime species may benefit somehow due to the lengthening of the periods of their activity. The physiological state that allows insects to survive during winter, the diapause, critically depends on daytime duration; therefore, longer periods of illumination may result in a delayed or incomplete diapause in both daytime and nighttime insects. Migratory insects are subject to changes in focal light sources, because such changes may interfere with migration routes and thus lead to massive losses of insects. Indirect light pollution cases are associated with the use of light polarizing materials, such as asphalts pavements and polymeric films, which distort insects’ abilities to use light polarization for detecting of water surfaces. Although the almost ubiquitous light pollution is a relatively recent phenomenon, some insect species have already developed adaptations to it. However, the impact of light pollution on insects is still poorly studied not only because of their enormous diversity but also because of rapidly changing characteristics of artificial light sources, such as their luminosity and spectra. Proper choices of illumination parameters may not only ameliorate the negative impact of light at night on insects but also may help to develop illumination means of control of pests and synanthropic insects.