Insects exhibit diverse colours that play a crucial role in communication that directs inter- and intra-species interactions such as predator-prey interactions and sexual selection. Anthropogenic climate change may impact insects colour expression and consequently their physiology and behaviour. Insects can respond to changing climatic through phenotypic plasticity or genetic modification, however it is unclear how any of the resulting changes in body and wing colour may impact interactions with conspecifics and heterospecific (e.g., predator, prey, and mate). The aim of this review is to synthesis the current knowledge of the consequences of climate driven colour change on insects. Firstly, we discussed the environmental factors that affect insect colours, and then we outlined the adaptive mechanisms in terms of phenotypic plasticity and microevolutionary response. Secondly, we conducted a systematic review and performed a qualitative analysis to understand how experimental rearing temperature influences insect colouration. Finally, we gave an overview of the beneficial or maladaptive impact of colour change on sexual selection. We concluded by identifying research gaps and highlight potential future research areas.