Female accessory glands (AGs) are structures associated with the reproductive system of many arthropods. In insects, the glands are mostly related to oviposition by secreting egg coatings and adhesives. Nevertheless, the AGs are versatile concerning their function, and show a high diversity of chemical compounds. Here we aim to review the AGs in insects, highlighting their distribution among the orders, origins, location, chemical nature of the secretions, development, endocrine control, and morphological features. We also propose dividing the glands into epidermal and mesodermal, according to their origin, avoiding the general term "accessory gland" to refer to non-homologous structures. The main functions of the AGs are: I) secretion of the egg coverings, adhesive, and lubricant, II) oviposition pheromones, III) egg fertilization, IV) antibiotic activity, V) nutrient production, VI) anti-desiccation/thermal tolerance. We also discuss the Dufour's and venom glands of Hymenoptera and, based on recent studies, argue that they are not homologous to the AGs of other insects. Given the vast diversity of insect species and reproductive mechanisms, it is quite plausible that unknown functions of the AGs remain to be explored. Finally, the potential use of the glands as targets to control disease vectors, crop pests, and food supply is discussed. We expect our study to guide researchers interested in the function of AGs and how they evolved in the different insect groups.