Hemipterans, mosquitoes, and parasitic wasps probe in a variety of substrates to find hosts for their larvae or food sources. Probes capable of sensing and precise steering enable insects to navigate through solid substrates without visual information and to reach targets that are hidden deep inside the substrate. The probes belong to non-related taxa and originate from abdominal structures (wasps) or mouthparts (hemipterans and mosquitoes), but nevertheless share several morphological characteristics. Although the transport function clearly differs (egg laying and acquisition of liquid food), the functional demands on the mechanical behaviour of the probe within the substrate tend to be similar. The probe needs to be thin to limit substrate deformation, and long, in order to attain substantial path lengths or depths. We linked the morphology across taxa to the different functional requirements, to provide insights into the biology of probing insects and the evolution of their probes. Current knowledge of insect probes is spread over many taxa, which offers the possibility to derive general characteristics of insect probing. Buckling during initial puncturing is limited by external support mechanisms. The probe itself consist of multiple (3–6) parts capable of sliding along one another. This multi-part construction presumably enables advancement and precise three-dimensional steering of the probe through the substrate with very low net external pushing forces, preventing buckling during substrate penetration. From a mechanical viewpoint, a minimum of three elements is required for 3D steering and volumetric exploration, as realised in the ovipositors of wasps. More elements, such as in six-element probes of mosquitoes, may enhance friction in soft substrates. Alternatively, additional elements can have functions other than ‘drilling’, such as saliva injection in mosquitoes. Despite the gross similarities, probes show differences in their cross sections, tip morphologies, relative lengths of their elements, and the shape of their interconnections. The hypothesis is that the probe morphology is influenced by the substrate properties, which are mostly unknown. Correlating the observed diversity to substrate-specific functional demands is therefore currently impossible. We conclude that a multipart probe with sliding elements is highly effective for volumetric substrate probing. Shared functional demands have led to an evolutionary convergence of slender multi-element probes in disparate insect taxa. To fully understand 3D probing, it is necessary to study the sensory and material properties, as well as the detailed kinematics and dynamics of the various probes in relation to the nature of the selective pressure originating from the species-specific substrates. Such knowledge will deepen our understanding of probing mechanisms and may support the development of slender, bio-inspired probes.