The study of form and structure of an insect at a microscopic level is known as insect micro-morphology. This review emphasizes some of the spectacular micro-structures present in insects namely gyroid photonic crystals in butterflies and weevils, brochosomes in leaf hoppers, neck region of dragonflies, labium of rove beetles, hypochaeta in forewings of fairyflies, hydrophobic structures in springtails, stridulatory organs in crickets, tymbal organs in cicadas, anti-reflective coatings in glass wing butterfly, facet lenses in robber fly, ocelli in halictid bees, reaction chamber in bombardier beetles and the keel of stick insects. The gyroid photonic crystals are essential for the reflection of colour in certain butterflies and weevils. The brochosomes secreted by the malphigian tubules of leaf hoppers covers their integument which acts as a protective covering. The further studies on the destruction of brochosomal layer would be helpful to maximize the parasitization and insecticidal efficiency. The knowledge on the similar other micro-structures might be worthy for species identification.