AbstractCentral pattern generators (CPGs) are neural circuits that based on their connectivity can generate rhythmic and patterned output in the absence of rhythmic external inputs. This property makes CPGs crucial elements in the generation of many kinds of rhythmic motor behaviors in insects, such as flying, walking, swimming, or crawling. Arguably representing the most diverse group of animals, insects utilize at least one of these types of locomotion during one stage of their ontogenesis. Insects have been extensively used to study the neural basis of rhythmic motor behaviors, and particularly the structure and operation of CPGs involved in locomotion. Here, we review insect locomotion with regard to flying, walking, and crawling, and we discuss the contribution of central pattern generation to these three forms of locomotion. In each case, we compare and contrast the topology and structure of the CPGs, and we point out how these factors are involved in the generation of the respective motor pattern. We focus on the importance of sensory information for establishing a functional motor output and we indicate behavior‐specific adaptations. Furthermore, we report on the mechanisms underlying coordination between different body parts. Last but not least, by reviewing the state‐of‐the‐art knowledge concerning the role of CPGs in insect locomotion, we endeavor to create a common ground, upon which future research in the field of motor control in insects can build.