Recent global changes have triggered a biodiversity crisis. However, climate fluctuations have always influenced biodiversity and humans have affected species distributions since prehistoric times. Conservation palaeobiology is a developing field that aims to understand the long-term dynamics of such interactions by studying the geohistorical records in a conservation perspective. Case studies exist for vertebrates and plants, but insects have largely been overlooked so far. Here, we analysed the current red-listed beetle species (Coleoptera) in Sweden and investigated their occurrence and representation in the European Quaternary fossil record. Fossil data currently exist for one third of the Swedish red-listed beetle species. All the red-list conservation classes are represented in the fossil record, which may allow for comparative studies. We found significantly different representations in the fossil records among taxonomic groups and ecological traits, which may depend on the fossil depositional and sampling environments and variation in how difficult species are to identify. Species that are today associated with modern urban environments were mostly found in Quaternary sites with archaeological human settlements, reflecting early human-driven environmental change. Combining modern and fossil insect species data for biodiversity conservation needs to be undertaken with care, and attention paid to biases in both modern and palaeo-data. Nevertheless, this approach opens new opportunities for conservation biology by providing a millennial-scale perspective on biodiversity change, including consideration of the long-term dynamics of species range shifts, species invasions and regional extinctions under changing climates.