Insects exhibit a variety of behaviors such as simple reflexes and innate programmed behaviors. Behaviors can also be modified by learning and memory in contexts of classical and operant conditioning making use of sensory clues. The most complex behaviors are observed in intraspecific interactions such as courtship and social behaviors, that have evolved in some insect orders. Since sensory stimuli are involved in most behaviors and these are controlled by the nervous system, we give and overview over important sensory organs and the structure and function of insect brains in relation to behavior. Particular emphasis is put on the comparative presentation of the data to show the diversity of designs that have evolved.