The cuticle exoskeleton plays a key role in facilitating the evolutionary success of insects. Since the mid of the last century, many different biomechanical properties of exoskeletons have been investigated, always utilizing the most sophisticated scientific methods available at the time. So far, information on the biomechanical properties of cuticle seems to be as diverse as the methods used to measure them. As a consequence, insect cuticle is often considered to exhibit the most complex and diverse biomechanical properties of any biological material. However, it remains unclear which role the respective measurement methods and sample treatments used in previous studies play in supporting this claim. This review provides a broad overview of examination techniques used to study biomechanical properties of insect exoskeletons and discusses their respective advantages and disadvantages in describing the properties of a complex material such as cuticle. Our meta-analysis of the present data confirms significant effects of the respective measurement methods, sample treatments and body parts on the obtained mechanical properties. Based on our findings, we highlight research gaps and point out important factors which should be taken into account in future studies on insect cuticle.