Insects are one of the major sources of antimicrobial peptides/proteins (AMPs). Since observation of antimicrobial activity in the hemolymph of pupae from the giant silk moths Samia Cynthia and Hyalophora cecropia in 1974 and purification of first insect AMP (cecropin) from H. cecropia pupae in 1980, over 150 insect AMPs have been purified or identified. Most insect AMPs are small and cationic, and they show activities against bacteria and/or fungi, as well as some parasites and viruses. Insect AMPs can be classified into four families based on their structures or unique sequences: the α-helical peptides (cecropin and moricin), cysteine-rich peptides (insect defensin and drosomycin), proline-rich peptides (apidaecin, drosocin and lebocin), and glycine-rich peptides/proteins (attacin and gloverin). Among insect AMPs, defensins, cecropins, proline-rich peptides and attacins are common, while gloverins and moricins have been identified only in Lepidoptera. Most active AMPs are small peptides of 20–50 residues, which are generated from larger inactive precursor proteins or pro-proteins, but gloverins (~14 kDa) and attacins (~20 kDa) are large antimicrobial proteins. In this mini-review, we will discuss current knowledge and recent progress in several classes of insect AMPs, including insect defensins, cecropins, attacins, lebocins and other proline-rich peptides, gloverins, and moricins, with a focus on structural-functional relationships and their potential applications.