With the rapid development of high-throughput sequencing technology and bioinformatics algorithms, great progress has been made in the field of noncoding RNA (ncRNA) in the last decade. RNA molecules have been regarded only as a messenger between DNA and protein for decades, but now they have new roles in the biological process as ncRNAs. A growing number of ncRNAs have been identified in insects from the RNA-Seq data of small RNA libraries or transcriptomes. ncRNAs have varied regulatory functions at the epigenetic, transcriptional, or post-transcriptional levels, and participate in almost all types of biological processes. Here, we review the research progress of four kinds of ncRNAs, including microRNA (miRNA), Piwiinteracting RNA (piRNA), circular RNA (circRNA), and long noncoding RNA (lncRNA) in insects. The discovery, biogenesis mechanisms, and regulatory functions of these ncRNAs are presented here to provide a comprehensive understanding of insect ncRNAs and to promote the application of ncRNAs in insect pest control.