Innate immunity has a key role in the control of microbial infections in both vertebrates and invertebrates. In insects, including vectors that transmit parasites that cause major human and animal diseases, antimicrobial peptides (AMPs) are important components of innate immunity. AMPs are induced upon parasitic infections and can participate in regulating parasite development in the digestive tract and in the hemolymph. This review presents our current knowledge of a field that is in its infancy: the role of innate immunity in different models of insects infected with flagellate parasites, and in particular the potential role of AMPs in regulating these parasitic infections.