Attention is fundamentally important for sensory systems to focus on behaviourally relevant stimuli. It has therefore been an important field of study in human psychology and neuroscience. Primates, however, are not the only animals that might benefit from attention-like processes. Other animals, including insects, also have to use their senses and select one among many stimuli to forage, avoid predators and find mates. They have evolved different mechanisms to reduce the information processed by their brains to focus on only relevant stimuli. What are the mechanisms used by insects to selectively attend to visual and auditory stimuli? Do these attention-like mechanisms achieve the same functions as they do in primates? To investigate these questions, I use an established framework for investigating attention in non-human animals that proposes four fundamental components of attention: salience filters, competitive selection, top-down sensitivity control and working memory. I discuss evidence for each of these component processes in insects and compare the characteristics of these processes in insects to what we know from primates. Finally, I highlight important outstanding questions about insect attention that need to be addressed for us to understand the differences and similarities between vertebrate and insect attention.