The use of color patterns with pigments, such as melanin, play a vital role for various functions in insects including sexual behavior, warning coloration, and camouflage. Cuticular melanin appears to be under some genetic and environmental selection in many species and, melanin is also a crucial component in cuticular hardening, wound healing and invertebrate immunity. Melanin and its precursors provides a protection against a wide range of pathogens (including bacteria, fungi, animals and viruses) in insects. Cuticular melanism and some innate immune responses can share common physiological pathways in insects. Phenoloxidase (PO), a key enzyme in the synthesis of melanin, is found in the haemolymph, midgut and cuticle. When an insect host is confronted with a hemocoelbound pathogen, it encapsulates the invading organism with hemocytes (encapsulation response). The hemocytes degranulate to release a tyrosinase phenoloxidase, which converts tyrosine to L-DOPA and several other diphenol quinones. These substrates are eventually transformed into melanochrome, which non-enzymatically converts to melanin. In this review, importance of the melanisation process in insect pyhsiology especially in melanin-based innate immunity responses is highlighted. Additionaly, a special attention is given the importance of the thermal melanin hypothesis, which is tightly associated with melanin-based immune investment within the context of global climate change.