Climate change is an undeniable threat to sustainable wheat production in the future as an increased temperature will significantly increase grain loss due to the increased number of generations per season of multivoltine species that are detrimental to plants. Among insects, orange wheat blossom midge (OWBM), yellow wheat blossom midge (YWBM), saddle gall midge (SGM), thrips, and frit fly (FF) are important wheat pests in the European environments, which can be managed by the development of resistant cultivars. This involves the identification, confirmation, and incorporation of insect resistance sources into new high-yielding cultivars. We used two diverse and unrelated wheat [winter wheat (WW) and spring wheat (SW)] panels to associate single-nucleotide polymorphism (SNP) markers with the mentioned pests using the tools of association mapping. All in all, a total of 645 and 123 significant associations were detected in WW and SW, respectively, which were confined to 246 quantitative trait loci. Many candidate genes were identified using the BLAST analysis of the sequences of associated SNPs. Some of them are involved in controlling the physical structures of plants such as stomatal immunity and closure, cuticular wax in leaf blade, whereas others are involved in the production of certain enzymes in response to biotic and abiotic stresses. To our knowledge, this is the first detailed investigation that deals with YWBM, SGM, thrips, and FF resistance genetics using the natural variation in wheat. The reported germplasm is also readily available to breeders across the world that can make rational decisions to breed for the pest resilience of their interest by including the resistant genotypes being reported.