The insects are probably the most hyperdiverse and economically important metazoans on the planet, but there is no consensus on the best way to model the dimensions of their diversity at multiple spatial scales, and the huge amount of information involved hinders data synthesis and the revelation of ‘patterns of nature’. Using a sample of more than 600k insect species in the size range 1–100 mm, we analysed insect body sizes and revealed self-similar patterns persisting across spatial scales from several hectares to the World. The same patterns were found in both Northern and Southern Hemispheres. The patterns include: parallel rank-abundance distributions; flatter species–area curves in smaller insects—indicating their wider geographical distribution; the recurrence of the same species-rich family in the same body-size class at all spatial scales—which generates self-similar size-frequency distributions (SFDs)—and the discovery that with decreasing mean body size, local species richness represents an increasing fraction of global species richness. We describe how these ‘rationalizing’ patterns can be translated into methods for monitoring and predicting species diversity and community structure at all spatial scales.