Insects are critical to our ecosystems, but we do not fully understand their future in our warming world. Rising temperatures are affecting insect physiology in myriad ways, including changes to their immune systems and the ability to fight infection. Whether predicted changes in temperature will contribute to insect mortality or success, and the role of disease in their future survival, remains unclear. Although heat can enhance immunity by activating the integrated defense system (e.g. via the production of protective molecules such as heat-shock proteins) and accelerating enzyme activity, heat can also compromise the immune system through energetic–resource trade-offs and damage. The responses to heat are highly variable among species. The reasons for this variability are poorly known, and we are lagging in our understanding of how and why the immune system responds to changes in temperature. In this Commentary, we highlight the variation in insect immune responses to heat and the likely underlying mechanisms. We suggest that we are currently limited in our ability to predict the effects of rising temperatures on insect immunity and disease susceptibility, largely owing to incomplete information, coupled with a lack of tools for data integration. Moreover, existing data are concentrated on a relatively small number of insect Orders. We provide suggestions for a path towards making more accurate predictions, which will require studies with realistic temperature exposures and housing design, and a greater understanding of both the thermal biology of the immune system and connections between immunity and the physiological responses to heat.