<p>That moonlight influence insect is a controversial question. Climatic factors also affect insect behaviors and population numbers. Short term researches were too many, but long term researches was lacking. Understanding insect population dynamics is helpful in integrated pest management. Cotton bollworm (<i>Helicoverpa armigera</i>) damages cotton, and thus, data from Bachu County, China, collected during the period of 1991–2015 were analyzed to assess the effects of climate factors and lunar phases on cotton bollworm adult moths. The results showed that the population number captured increased with a decrease in lunar light brightness; the greatest numbers appeared during the new moon phase and the smallest numbers occurred during the full moon phase. The effect of increasing lunar light brightness on the capture number was greater than that of decreasing lunar light brightness. Increased temperature enhanced the number of captured <i>H. armigera</i> moths. An increase in cloud cover also increased the number captured. Sun shine hours and wind speed had negative correlations with moths captured. Relative humidity and precipitation in this arid region had no correlation with the number of <i>H. armigera</i> moths captured. However, when the partial least squares regression was employed to assess the relative influence of each factor, the climate factors showed different extent effects during different moon phases. Thus, when analyze light trap moths, single factor might exaggerate itself impacts and ignored other potential affecting factors. As the moonlight influenced the number of <i>H. armigera</i> moths captured, this should be considered when predicting population dynamics.</p>