Despite their crucial biological role as metabolites, reactive oxygen and reactive nitrogen species (ROS and RNS) can have a negative effect on organisms when their cellular contents overwhelm the normal equilibrium provided by antioxidant defenses. Important biomolecules, such as lipids, proteins, and nucleic acids (i.e., DNA), can be damaged by their oxidative effects, resulting in malfunction or a shorter lifespan of cells and, eventually, of the whole organism. Oxidative stress can be defined as the consequence of an imbalance of pro-oxidants and antioxidants due to external stress sources (e.g., exposure to xenobiotics, UV radiation, or thermic stress). It can be evaluated by monitoring specific biomarkers to determine the state of health of breathing organisms. Assessments of ROS, RNS, specific degenerative oxidative reaction products, and antioxidant system efficiency (antioxidant enzyme activities and antioxidant compound contents) have been extensively performed for this purpose. A wide variety of analytical methods for measuring these biomarkers exist in the literature; most of these methods involve indirect determination via spectrophotometric and spectrofluorometric techniques. This review reports a collection of studies from the last decade regarding contaminant-induced oxidative stress in insects, with a brief description of the analytical methods utilized.