Insects contain more than half of all living species, but the causes of their remarkable diversity remain poorly understood. Many authors have suggested that herbivory has accelerated diversification in many insect clades. However, others have questioned the role of herbivory in insect diversification. Here, we test the relationships between herbivory and insect diversification across multiple scales. We find a strong, positive relationship between herbivory and diversification among insect orders. However, herbivory explains less variation in diversification within some orders (Diptera, Hemiptera) or shows no significant relationship with diversification in others (Coleoptera, Hymenoptera, Orthoptera). Thus, we support the overall importance of herbivory for insect diversification, but also show that its impacts can vary across scales and clades. In summary, our results illuminate the causes of species richness patterns in a group containing most living species, and show the importance of ecological impacts on diversification in explaining the diversity of life.