The reproductive organs of insects are similar in structure and function to those of vertebrates: a male's testes produce sperm and a female's ovaries produce eggs (ova). Both types of gametes are haploid and unicellular, but eggs are usually much larger in volume than sperm.
Most insect species reproduce sexually -- one egg from a female and one sperm from a male fuse (syngamy) to produce a diploid zygote. But there are also many species that reproduce by parthenogenesis, asexual reproduction in which there is growth and development of an unfertilized egg. Some species alternate between sexual and asexual reproduction (not all generations produce males), others are exclusively parthenogenetic (no males ever occur).