Plasticity in developmental processes gives rise to remarkable environmentally induced phenotypes. Some of the most striking and well-studied examples of developmental plasticity are seen in insects. For example, beetle horn size responds to nutritional state, butterfly eyespots are enlarged in response to temperature and humidity, and environmental cues also give rise to the queen and worker castes of eusocial insects. These phenotypes arise from essentially identical genomes in response to an environmental cue during development. Developmental plasticity is taxonomically widespread, affects individual fitness, and may act as a rapid-response mechanism allowing individuals to adapt to changing environments. Despite the importance and prevalence of developmental plasticity, there remains scant mechanistic understanding of how it works or evolves. In this review, we use key examples to discuss what is known about developmental plasticity in insects and identify fundamental gaps in the current knowledge. We highlight the importance of working towards a fully integrated understanding of developmental plasticity in a diverse range of species. Furthermore, we advocate for the use of comparative studies in an evo-devo framework to address how developmental plasticity works and how it evolves.