Abstract: Insect sex pheromones are trace chemicals generated and released by mature individuals, which seduce or stimulate opposite-sex individuals to mating. Due to trace characteristics, high efficiency, high sensitivity, harmlessness to natural enemies, and environmental friendliness, sex pheromone products have been widely used in pest quarantine and monitoring, mating disruption, and mass trapping. In recent years, the research on insect sex pheromones has been further developed along with the improvement of technology, diversity, and sensitivity of detection. Based on the extensive literature investigation, this review summarizes the biological research, structural characteristics, extraction, identification, synthesis, and application prospect of insect sex pheromones. It provides a technical reference and a theoretical basis for the research, development, and application of insect sex pheromones.