Insect pectinate antennae are very complex objects and studying how they capture pheromone is a challenging mass transfer problem. A few works have already been dedicated to this issue and we review their strengths and weaknesses. In all cases, a common approach is used: The antenna is split between its macro-A nd microstructure. Fluid dynamics aspects are solved at the highest level of the whole antenna first, that is, the macrostructure. Then, mass transfer is estimated at the scale of a single sensillum, that is, the microstructure. Another common characteristic is the modeling of sensilla by cylinders positioned transversal to the flow. Increasing efforts in faithfully modeling the geometry of the pectinate antenna and their orientation to the air flow are required to understand the major advantageous capture properties of these complex organs. Such a model would compare pectinate antennae to cylindrical ones and may help to understand why such forms of antennae evolved so many times among Lepidoptera and other insect orders.