Insects have evolved diverse traits to thrive in varied ecosystems, facing constant immune challenges. This bestowed a natural ability to combat these threats, which offers valuable insights for understanding innate immunity. Although the advent of comparative genomics has improved the understanding of evolutionary dynamics in insects over the years, immunity remains relatively unexplored. This study capitalises on the extensive protein data available for 27 insect species to trace the evolutionary trajectories of key immune proteins. Our comparative genomic analysis focuses on proteins that play key roles in insect immunity. Using orthogroup analysis, we find an uneven distribution of orthologs within orthogroups among the orders Hemiptera, Coleoptera, Hymenoptera, Lepidoptera and Diptera. The unequal prevalence of insect orthologs in immune orthogroups discloses interesting gene duplications, losses and functional diversification events. Our finding reveals, that out of 27 proteins, a total of 2 proteins, PGRP-SA and diptericin show signatures of positive selection, where only diptericin had a specific site under positive selection. We find that PGRP-SA, Superoxide dismutase, Peroxidase, Cecropin A1 & C and Thioester-containing protein depict significant expansions and contractions across insect species. Our findings provide insights into how the five predominant orders of the class Insecta have developed varying forms of innate immunity to adapt to their geographical environments. These findings have several practical implications as they may be useful in strategizing pest management and conservation of insects.