Countless numbers of insects migrate within and between continents every year, and yet we know very little about the ultimate reasons and proximate mechanisms that would explain these mass movements. Here we suggest that perhaps the most important reason for insects to migrate is to hedge their reproductive bets. By spreading their breeding efforts in space and time, insects distribute their offspring over a range of environmental conditions. We show how the study of individual long-distance movements of insects may contribute to a better understanding of migration. In the future, advances in tracking methods may enable the global surveillance of large insects such as desert locusts.