Chemical communication involves the production, transmission, and perception of odors. Most adult insects rely on chemical signals and cues to locate food resources, oviposition sites or reproductive partners and, consequently, numerous odors provide a vital source of information. Insects detect these odors with receptors mostly located on the antennae, and the diverse shapes and sizes of these antennae (and sensilla) are both astonishing and puzzling: what selective pressures are responsible for these different solutions to the same problem - to perceive signals and cues? This review describes the selection pressures derived from chemical communication that are responsible for shaping the diversity of insect antennal morphology. In particular, we highlight new technologies and techniques that offer exciting opportunities for addressing this surprisingly neglected and yet crucial component of chemical communication.