Insulin resistance, hyperglycemia, inflammatory disorders and immune dysfunction cause high morbidity and mortality in patients with severe trauma, burn injuries, or sepsis. Many studies have shown that intensive insulin therapy can combat insulin resistance, decrease blood glucose levels, and induce anabolic processes, thus, decreasing morbidity and mortality. Moreover, in recent years, it has been proven that insulin can attenuate systemic inflammatory responses and modulate the proliferation, apoptosis, differentiation and immune functions of certain immune cells, especially monocytes/macrophages, neutrophils, and T cells associated with severe trauma, burn injury, or sepsis. This effect of insulin may expand our understanding of intensive insulin therapy in critically ill patients. This review attempts to summarize studies on the modulatory effects and mechanisms of insulin therapy on systemic inflammation and immune cells in severe trauma, burn injury and sepsis, and further propose some questions for future studies.