Unlike most animals, insects lack the capacity to synthesize sterols that are required in lipid biostructures, as precursors to important steroid hormones and as regulators of developmental processes. Therefore insects must acquire sterols from their diet. Hundreds of different sterols have been identified and the review starts by documenting the occurrence of sterols in different insect foods. Next we look at the various nutritional and biochemical studies that have been conducted, and organize them according to insect relatedness, which allows insect sterol use and metabolic capabilities to be viewed from an evolutionary perspective. How sterol structure influences insect feeding behavior is examined, and the fate of sterols once they have been ingested, including the processes of absorption and transport, their distribution in different tissues, and their role in reproduction, is detailed. The extent to which sterols may influence ecological outcomes is also considered, especially in phytophagous insects with known sterol metabolic constraints. Finally, mention is made of the potential use of exploiting insect sterol requirements and constraints for pest control, as well as the ability of insects to adapt to the presence of novel sterols in their diet.