Aphids are intimately linked with their host plants that constitute their only food resource and habitat, and thus impose considerable selective pressure on their evolution. It is therefore commonly assumed that host plants have greatly influenced the diversification of aphids. Here, we review what is known about the role of host plant association on aphid speciation by examining both macroevolutionary and population-level studies. Phylogenetic studies conducted at different taxonomic levels show that, as in many phytophagous insect groups, the radiation of angiosperms has probably favoured the major Tertiary diversification of aphids. These studies also highlight many aphid lineages constrained to sets of related host plants, suggesting strong evolutionary commitment in aphids' host plant choice, but they fail to document cospeciation events between aphid and host lineages. Instead, phylogenies of several aphid genera reveal that divergence events are often accompanied by host shifts, and suggest, without constituting a formal demonstration, that aphid speciation could be a consequence of adaptation to new hosts. Experimental and field studies below the species level support reproductive isolation between host races as partly due to divergent selection by their host plants. Selected traits are mainly feeding performances and life cycle adaptations to plant phenology. Combined with behavioural preference for favourable host species, these divergent adaptations can induce pre- and post-zygotic barriers between host-specialized aphid populations. However, the hypothesis of host-driven speciation is seldom tested formally and must be weighed against overlooked explanations involving geographic isolation and non-ecological reproductive barriers in the process of speciation.