Yes, of course. If you look carefully at a mosquito arva, or some caterpillars, you will see along tube running along the top of the body, right under the skin. The insect's heart is part of this tube, which opens just under the brain.
There are tiny openings with valves along this tube like the heart. Blood is sucked into the heart through these openings. The heart contracts and forces blood to flow toward the head. In the head, the blood pours out over the brain and then flows backward through the body. And as it flows backward, it bathes the body organs, muscles, and nervous system. It brings digested food and takes away waste material.
But an insects blood is not red like ours. It doesn't carry oxygen and so it has no hemoglobin which makes blood red. An insect has nerves and brain too. A large nerve center in the head is the insect's brain. The brain receives sensations and sends messages to certain muscles to make them work. But this is done automatically.
Did you know that a grasshopper has about 900 muscles? That is the reason why the insects are remarkably strong. They have too many muscles and the muscles are very thick."