This paper is focused on eicosanoid signaling in insect immunology. We begin with eicosanoid biosynthesis through the actions of phospholipase A2, responsible for hydrolyzing the C18 polyunsaturated fatty acid, linoleic acid (18:2n-6), from cellular phospholipids, which is subsequently converted into arachidonic acid (AA; 20:4n-6) via elongases and desaturases. The synthesized AA is then oxygenated into one of three groups of eicosanoids, prostaglandins (PGs), epoxyeicosatrienoic acids (EETs) and lipoxygenase products. We mark the distinction between mammalian cyclooxygenases and insect peroxynectins, both of which convert AA into PGs. One PG, PGI2 (also called prostacyclin), is newly discovered in insects, as a negative regulator of immune reactions and a positive signal in juvenile development. Two new elements of insect PG biology are a PG dehydrogenase and a PG reductase, both of which enact necessary PG catabolism. EETs, which are produced from AA via cytochrome P450s, also act in immune signaling, acting as pro-inflammatory signals. Eicosanoids signal a wide range of cellular immune reactions to infections, invasions and wounding, including nodulation, cell spreading, hemocyte migration and releasing prophenoloxidase from oenocytoids, a class of lepidopteran hemocytes. We briefly review the relatively scant knowledge on insect PG receptors and note PGs also act in gut immunity and in humoral immunity. Detailed new information on PG actions in mosquito immunity against the malarial agent, Plasmodium berghei, has recently emerged and we treat this exciting new work. The new findings on eicosanoid actions in insect immunity have emerged from a very broad range of research at the genetic, cellular and organismal levels, all taking place at the international level.