There has been little ecological and evolutionary research on learning in the context of sexual behaviour in insects. The traditional views still dominating the literature are that insects are short-lived and have little opportunity to learn about courtship and mating. In this paper I challenge these views by illustrating, theoretically, that at least some insects have ample opportunities to learn in the context of sexual behaviour and that such learning may be beneficial. Some of the best empirical evidence for learning about sexual behaviour in insects is reviewed and future directions in this fruitful area of research are suggested. The role of learning in insect sexual behaviour has probably been underestimated. Such learning may have had an important effect on sexual selection and incipient speciation.