Insects represent one of the most diverse groups in the organism world with extremely rich species and morphological diversity, playing important roles in natural and city ecosystems. Regional compilation of insect species lists helps to clarify the richness of insect species in a region, enhances our understanding the structure and function of a local ecosystem and promotes the protection and development of insect resources. Moreover, it also serves as a valuable reference for cities with small area, large population and high urbanisation like Macao. Macao (Macau) Special Administrative Region (SAR) is situated at the Pearl River Delta on the southeast coast of mainland China. With urban development accelerating at great rate in a quite restricted area, Macao still has rich fauna, within which the insect diversity is surprisingly high. In this study, we systematically sorted out major references items of manuals or handbooks, monographs, articles, dissertations, official websites and other publicly available information sources about the insects recorded in Macao and, thus, generated a checklist of 15 orders, 166 families, 868 genera, 1,339 species and 118 subspecies. During this process, the preliminarily summarised list was re-examined to eliminate synonyms and invalid species, based on many more extensive literature reviews. Besides, spelling errors of scientific names, authors and years were corrected. Meanwhile, the catalogue revealed a different composition pattern of species diversity between orders from those of the world and China. Even based on the most conservative estimates, the number of insect species in Macao should not be lower than 3,340 species, which hints at the necessity of deeper investigations with adequate collecting in the future to achieve more comprehensive recognition and understanding of Macao's insect biodiversity.