Global change includes a substantial increase in the frequency and intensity of extreme high temperatures (EHTs), which influence insects at almost all levels. The number of studies showing the ecological importance of EHTs has risen in recent years, but the knowledge is rather dispersed in the contemporary literature. In this article, we review the biological and ecological effects of EHTs actually experienced in the field, i.e., when coupled to fluctuating thermal regimes. First, we characterize EHTs in the field. Then, we summarize the impacts of EHTs on insects at various levels and the processes allowing insects to buffer EHTs. Finally, we argue that the mechanisms leading to positive or negative impacts of EHTs on insects can only be resolved from integrative approaches considering natural thermal regimes. Thermal extremes, perhaps more than the gradual increase in mean temperature , drive insect responses to climate change, with crucial impacts on pest management and biodiversity conservation.