Processionary moths carry urticating setae, which cause health problems in humans and other warm-blooded animals. The pine processionary moth Thaumetopoea pityocampa has responded to global change (climate warming and increased global trade) by extending its distribution range. The subfamily Thaumetopoeinae consists of approximately 100 species. An important question is whether other processionary moth species will similarly respond to these specific dimensions of global change and thus introduce health hazards into new areas. We describe, for the first time, how setae are distributed on different life stages (adult, larva) of major groups within the subfamily. Using the available data, we conclude that there is little evidence that processionary moths as a group will behave like T. pityocampa and expand their distributional range. The health problems caused by setae strongly relate to population density, which may, or may not, be connected to global change.