Until recently, it was assumed that insects lack immune memory since they do not have vertebrate-like specialized memory cells. Therefore, their most well studied evolutionary response against pathogens was increased basal immunity. However, growing evidence suggests that many insects also exhibit a form of immune memory (immune priming), where prior exposure to a low dose of infection confers protection against subsequent infection by the same pathogen that acts both within and across generations. Most strikingly, they can rapidly evolve as a highly parallel and mutually exclusive strategy from basal immunity, under different selective conditions and with divergent evolutionary trade-offs. However, the relative importance of priming as an optimal immune strategy also has contradictions, primarily because supporting mechanisms are still unclear. In this review, we adopt a comparative approach to highlight several emerging evolutionary, ecological and mechanistic features of priming vs basal immune responses that warrant immediate attention for future research.