Horizontal transfer (HT) of genetic material is central to the architecture and evolution of prokaryote genomes. Within eukaryotes, the majority of HTs reported so far are transfers of transposable elements (TEs). These reports essentially come from studies focusing on specific lineages or types of TEs. Because of the lack of large-scale survey, the amount and impact of HT of TEs (HTT) in eukaryote evolution, as well as the trends and factors shaping these transfers, are poorly known. Here, we report a comprehensive analysis of HTT in 195 insect genomes, representing 123 genera and 13 of the 28 insect orders. We found that these insects were involved in at least 2,248 HTT events that essentially occurred during the last 10 My. We show that DNA transposons transfer horizontally more often than retrotransposons, and unveil phylogenetic relatedness and geographical proximity as major factors facilitating HTT in insects. Even though our study is restricted to a small fraction of insect biodiversity and to a recent evolutionary timeframe, the TEs we found to be horizontally transferred generated up to 24% (2.08% on average) of all nucleotides of insect genomes. Together, our results establish HTT as a major force shaping insect genome evolution.