During their foraging activity, honey bees are often exposed to direct and residual contacts with pesticides, especially insecticides, all substances specifically designed to kill, repel, attract or perturb the vital functions of insects. Insecticides may elicit lethal and sublethal effects of different natures that may affect various biological systems of the honey bee. The first step in the induction of toxicity by a chemical is the interaction between the toxic compound and its molecular target. The action on the molecular target can lead to the induction of observable or non-visible effects. The toxic substance may impair important processes involved in cognitive functions, behaviour or integrity of physiological functions. This review is focused on the neural effects of insecticides that have repercussions on (a) cognitive functions, including learning and memory, habituation, olfaction and gustation, navigation and orientation; (b) behaviour, including foraging and (c) physiological functions, including thermoregulation and muscle activity.