Embryonic dorsal-ventral (DV) patterning by Bone Morphogenetic Proteins (BMPs) is a conserved feature of Bilateria, based on graded BMP activity set up by diffusible BMP ligands and Chordin/Sog antagonists. In the fly Drosophila melanogaster BMP function is secondary to patterning by the Toll pathway, suggesting a more restricted role for BMPs in insects. With widespread genome sequencing technologies allied to functional analysis in a growing number of species, recent work has shown that BMP's role in DV patterning relative to Toll varies among insect orders. Further, the role of BMP antagonists to set up BMP gradients is also greatly diversified. Here we review the recent findings concerning the role of BMP in the DV patterning of insects and address the potential aspects that may have co-evolved with BMPs to attain this functional divergence.