The field of ecological immunology currently relies on using a number of immune effectors or markers. These markers are usually used to infer ecological trade-offs (via conflicts in resource allocation), though physiological nature of these markers remains elusive. Here, we review markers frequently used in insect evolutionary ecology research: cuticle darkening, haemocyte density, nodule/capsule formation, phagocytosis and encapsulation/melanization via use of nylon filaments and beads, phenoloxidase activity, nitric oxide production, lysozyme and antimicrobial peptide production. We also provide physiologically based information that may shed light on the probable trade-offs inferred when these markers are used. In addition, we provide a number of methodological suggestions to improve immune marker assessment.