As one of the most successful intracellular symbiotic bacteria, Wolbachia can infect many arthropods and nematodes. Wolbachia infection usually affects the reproduction of their hosts to promote their own proliferation and transmission. Currently, most of the studies focus on the mechanisms of Wolbachia interactions with host reproduction. However, in addition to distribution in the reproductive tissues, Wolbachia also infect various somatic tissues of their hosts, including the brain. This raises the potential that Wolbachia may influence some somatic processes, such as behaviors in their hosts. So far, information about the effects of Wolbachia infection on host behavior is still very limited. The present review presents the current literature on different aspects of the influence of Wolbachia on various behaviors, including sleep, learning and memory, mating, feeding and aggression in their insect hosts. We then highlight ongoing scientific efforts in the field that need addressing to advance this field, which can have significant implications for further developing Wolbachia as environmentally friendly biocontrol agents to control insect‐borne diseases and agricultural pests.