In Biotechnology, the expression of recombinant proteins is a constantly growing field and different hosts are used for this purpose. Some valuable proteins cannot be produced using traditional systems. Insects from the order Lepidoptera infected with recombinant baculovirus have appeared as a good choice to express high levels of proteins, especially those with post-translational modifications. Lepidopteran insects, which are extensively distributed in the world, can be used as small protein factories, the new biofactories. Species like Bombyx mori (silkworm) have been analyzed in Asian countries to produce a great number of recombinant proteins for use in basic and applied science and industry. Many proteins expressed in this larva have been commercialized. Several recombinant proteins produced in silkworms have already been commercialized. On the other hand, species like Spodoptera frugiperda, Heliothis virescens, Rachiplusia nu, Helicoverpa zea and Trichoplusia ni are widely distributed in both the occidental world and Europe. The expression of recombinant proteins in larvae has the advantage of its low cost in comparison with insect cell cultures. A wide variety of recombinant proteins, including enzymes, hormones and vaccines, have been efficiently expressed with intact biological activity. The expression of pharmaceutically proteins, using insect larvae or cocoons, has become very attractive. This review describes the use of insect larvae as an alternative to produce commercial recombinant proteins.