Migratory connectivity describes the degree of linkage between different parts of an animal’s migratory range due to the movement trajectories of individuals. High connectivity occurs when individuals from one particular part of the migratory range move almost exclusively to another localized part of the migratory range with little mixing with individuals from other regions. Conversely, low migratory connectivity describes the situation where individuals spread over a wide area during migration and experience a large degree of mixing with individuals from elsewhere. The migratory connectivity concept is frequently applied to vertebrate migrants (especially birds), and it is highly relevant to conservation and management of populations. However, it is rarely employed in the insect migration literature, largely because much less is known about the migration circuits of most migratory insects than is known about birds. In this review, we discuss the applicability of the migratory connectivity concept to long-range insect migrations. In contrast to birds, insect migration circuits typically comprise multigenerational movements of geographically unstructured (non-discrete) populations between broad latitudinal zones. Also, compared to the faster-flying birds, the lower degree of control over movement directions would also tend to reduce connectivity in many insect migrants. Nonetheless, after taking account of these differences, we argue that the migratory connectivity framework can still be applied to insects, and we go on to consider postulated levels of connectivity in some of the most intensively studied insect migrants. We conclude that a greater understanding of insect migratory connectivity would be of value for conserving threatened species and managing pests.