Insects have evolved a strong innate immune system to defense pathogens and adverse conditions. Insect innate immune system comprises of humoral immunity and cellular immunity. Humoral immunity mainly includes three signaling pathways, i.e., Toll, IMD and JAK/STAT, by which signal transduction and immune pathways regulate expression of immune-related genes and activate antimicrobial peptides and other effectors. Cellular immunity contains phagocytosis, encapsulation and nodulation of pathogens, which is mediated by hemolymph cells. In recent years, with the rapid development of insect genomics, a large number of immune-related genes have been characterized from insect genome data using bioinformatic methods. Studies on these genes have significantly deepened the understanding of molecular mechanisms of insect innate immune system. Insect immune-related genes can be divided into seven categories by gene functions: recognition, signaling transduction, modulator, effectors, melanization, RNA interference and other genes. The humoral immunity and cellular immunity are regulated by the interactions among these immune-related genes. In this review, we summarize the classification, function and evolution of insect immune-related genes, and propose future research directions of insect innate immunity, which will be helpful for understanding molecular mechanisms of insect innate immune system and developing new strategies for controlling pest insects.