Insects are vital arthropods that significantly impact various ecosystems. Their successful colonization of diverse habitats spanning from cold to warm environments is made possible by numerous adaptations shaped by environmental selection. This comprehensive review delves into the spectrum of physiological adaptations exhibited by insects to thrive in diverse environments, with a particular emphasis on the connection between these adaptations and the challenges posed by cold temperatures. Focusing on both long-term and short-term strategies, the review highlights the key protective mechanisms that insects employ to cope and thrive in cold temperatures. To withstand these constraints, insects have developed four main strategies: freeze tolerance, freeze avoidance, cryoprotective dehydration, and vitrification. These adaptive responses involve crucial physiological and biochemical changes that enable insects to withstand low temperatures. Specifically, insects exhibit cold tolerance through a range of molecular adaptive strategies, which encompass alterations in the expression of specific target genes, the synthesis of ice core formers, and the production of polyol cryoprotectants. Despite these remarkable results, there is still a lack of in-depth knowledge about the major factors contributing to successful overwintering of insects and their ability to withstand extremely low temperatures. To address these gaps, technological advances and genome sequencing of model organisms are critical to uncover the molecular mechanisms in insect responses to low temperatures. The knowledge gained from these advances provides valuable information about insect cold tolerance strategies and paves the way for a better understanding of their ecological importance and potential applications in conservation and ecological management.