This study investigated the influence of climate variables on insect establishment patterns by using discriminant analysis to classify the climatic preferences of two groups of polyphagous insect species that are intercepted at New Zealand’s border. One group of species is established in New Zealand, and the other group is comprised of species that are not established. The discriminant analysis classified the presence and absence of most species significantly better than chance. Late spring and early summer temperatures correctly classified a high proportion of sites containing the presence of both established and nonestablished species. Soil moisture and winter rainfall were less effective discriminating the presence of most of the species studied here. Cold winter air temperature was also a good classifier for the insect species that are not established in New Zealand. This study showed that multivariate statistical techniques such as discriminant analysis can help distinguish the climatic limits of insect distributions over large geographical scales.