In natural environment, semiochemicals are involved in many interactions between the different trophic levels involving insects, plants and hosts for parasitoids or prey for predators. These volatile compounds act as messengers within or between insect species, inducing particular behaviours, such as the localisation of a source of food, the orientation to an adequate oviposition site, the selection of a suitable breeding site and the localisation of hosts or prey. In this sense, bacteria have been shown to play an important role in the production of volatile compounds which ones act as semiochemicals. This review, focusing on the semiochemically mediated interactions between bacteria and insects, highlights that bacterial semiochemicals act as important messengers for insects. Indeed, in most of the studies reported here, insects respond to specific volatiles emitted by specific bacteria hosted by the insect itself (gut, mouthparts, etc.) or present in the natural environment where the insect evolves. Particularly, bacteria from the families Enterobacteriaceae, Pseudomonaceae and Bacillaceae are involved in many interactions with insects. Because semiochemicals naturally produced by bacteria could be a very interesting option for pest management, advances in this field are discussed in the context of biological control against insect pests.