Simple SummaryGlobal warming jeopardizes agriculture, which must satisfy the demands of the world’s expanding population for both staple and high-quality products while ensuring increased sustainability. Environmental and regulatory pressure has prompted farmers to convert their production strategies towards sustainable agriculture systems, by introducing for instance, integrated pest management strategies. Insect nets are a suitable tool for pest control but require careful assessment of their effects on the generated microclimate. The low porosity, mandatory for proper exclusion, results in suboptimal airflow and in temperature rise with detrimental effects on crop production and quality. The biochemical and morpho-physiological changes induced by high-temperature impact vegetable crop performance and product quality in advanced growing systems, and also represent a challenge for the most impoverished developing countries of the world, which rely on local horticultural products as a key source of dietary diversity.Environmental pressure poses a major challenge to the agricultural sector, which requires the development of cultivation techniques that can effectively reduce the impact of abiotic stress affecting crop yield and quality (e.g., thermal stress, wind, and hail) and of biotic factors, such as insect pests. The increased consumer interest in premium-quality vegetables requires the implementation of sustainable integrated pest management (IPM) strategies towards an ever-increasing insect pressure, also boosted by cultivation under protected structures. In this respect, insect nets represent an excellent, eco-friendly solution. This review aims to provide an integrative investigation of the effects of the insect screens in agriculture. Attention is dedicated to the impact on growth, yield, and quality of vegetables, focusing on the physiological and biochemical mechanisms of response to heat stress induced by insect screens. The performance of insect nets depends on many factors—foremost, on the screen mesh, with finer mesh being more effective as a barrier. However, finer mesh nets impose high-pressure drops and restrict airflow by reducing ventilation, which can result in a detrimental effect on crop growth and yield due to high temperatures. The predicted outcomes are wide ranging, because heat stress can impact (i) plant morpho-physiological attributes; (ii) biochemical and molecular properties through changes in the primary and secondary metabolisms; (iii) enzymatic activity, chloroplast proteins, and photosynthetic and respiratory processes; (iv) flowering and fruit settings; (v) the accumulation of reactive oxygen species (ROSs); and (vi) the biosynthesis of secondary biomolecules endowed with antioxidant capacity.