Insects are unique among invertebrates for their ability to fly, which raises intriguing questions about how energy metabolism in insects evolved and changed along with flight. Although physiological studies indicated that energy consumption differs between flying and non-flying insects, the evolution of molecular energy metabolism mechanisms in insects remains largely unexplored. Considering that about 95% of adenosine triphosphate (ATP) is supplied by mitochondria via oxidative phosphorylation, we examined 13 mitochondrial protein-encoding genes to test whether adaptive evolution of energy metabolism-related genes occurred in insects. The analyses demonstrated that mitochondrial DNA protein-encoding genes are subject to positive selection from the last common ancestor of Pterygota, which evolved primitive flight ability. Positive selection was also found in insects with flight ability, whereas no significant sign of selection was found in flightless insects where the wings had degenerated. In addition, significant positive selection was also identified in the last common ancestor of Neoptera, which changed its flight mode from direct to indirect. Interestingly, detection of more positively selected genes in indirect flight rather than direct flight insects suggested a stronger selective pressure in insects having higher energy consumption. In conclusion, mitochondrial protein-encoding genes involved in energy metabolism were targets of adaptive evolution in response to increased energy demands that arose during the evolution of flight ability in insects.