Climate change and extreme weather events have a major impact on crop production and agricultural pests. As generally adaptable organisms, insect pests respond differently to different causes of climate change. In this review, we address the effects of rising temperatures and atmospheric CO2 levels, as well as changing precipitation patterns, on agricultural insect pests. Since temperature is the most important environmental factor affecting insect population dynamics, it is expected that global climate warming could trigger an expansion of their geographic range, increased overwintering survival, increased number of generations, increased risk of invasive insect species and insect-transmitted plant diseases, as well as changes in their interaction with host plants and natural enemies.