Insects are associated with multiple microbes that have been reported to influence various aspects of their biology. Most studies in insects, including pest species, focus on the bacterial communities of the microbiome even though the microbiome consists of members of many more kingdoms, which can also have large influence on the life history of insects. In this review, we present some key examples of how the different members of the microbiome, such as bacteria, fungi, viruses, archaea, and protozoa, affect the fitness and behavior of pest insects. Moreover, we argue that interactions within and among microbial groups are abundant and of great importance, necessitating the use of a community approach to study microbial–host interactions. We propose that the restricted focus on bacteria very likely hampers our understanding of the functioning and impact of the microbiome on the biology of pest insects. We close our review by highlighting a few open questions that can provide an in‐depth understanding of how other components of the microbiome, in addition to bacteria, might influence host performance, thus contributing to pest insect ecology.