Phytophagous insects have a close relationship with their host plants. For this reason, their interactions can lead to important changes in insect population dynamics and evolutionary trajectories. Next generation sequencing (NGS) has provided an opportunity to analyze omics data on a large scale, facilitating the change from a classical genetics approach to a more holistic understanding of the underlying molecular mechanisms of host plant use by insects. Most studies have been carried out on model species in Holarctic and temperate zones. In tropical zones, however, the effects of use of various host plants on evolutionary insect history is less understood. In the current review, we describe how omics methodologies help us to understand phytophagous insect–host plant interactions from an evolutionary perspective, using as example the Neotropical phytophagous insect West Indian fruit fly, Anastrepha obliqua (Macquart) (Diptera: Tephritidae), an economically important fruit crop pest in the Americas. Anastrepha obliqua could adopt a generalist or a specialist lifestyle. We first review the adaptive molecular mechanisms of phytophagous insects to host plants, and then describe the main tools to study phytophagous insect–host plant interactions in the era of omics sciences. The omics approaches will advance the understanding of insect molecular mechanisms and their influence on diversification and evolution. Finally, we discuss the importance of a multidisciplinary approach that integrates the use of omics tools and other, more classical methodologies in evolutionary studies.