Agriculture represents one of the major strengths of the economic sector in Brazil. The need to avoid economic losses because of insect pest populations is one of the greatest challenges faced by this sector. Insect pests have caused annual losses of US$12.0 billion to the Brazilian economy, of which approximately US$1.6 billion are because of exotic pest species. Furthermore, exotic insect species often show greater potential to cause harm than native species. In Brazil, since the late nineteenth century, 24 species of insect pests have been introduced into the country, and they have caused significant economic losses. Many of these species, including Bemisia tabaci, Hypothenemus hampei, Ceratitis capitata, Oryzophagus oryzae and Anthonomus grandis, are major crop pests, and they were accidentally introduced during trading of agricultural products. In this review, we present an overview of Brazilian agriculture, a brief history of the introduction of insect pests in the country and the Brazilian legislation on agricultural defence, and we estimate the economic losses caused to the Brazilian economy by the main insect pest species that have been introduced into Brazil over the last 112 years.