In the field of insect pheromone research, working on Lepidoptera sex pheromone is a major task with the longest history and is relatively better studied. To date, sex pheromone components are identified in over 1 572 species. There are differences among species in terms of both ingredient and proportion, which, perfectly indicates biodiversity from aspect of chemical communication in insects. Study of insect pheromones has always been an important theme in the field of chemical ecology since it started profoundly half a century ago. Many applications and outputs about insect pheromones today improve our lives from different aspects. We provide an overview on recent insect pheromone studies with mainly focusing on classifying, biosynthesis, identification and applications. Further research prospects are also discussed.