Filamentous fungal insect pathogens represent a source of biological insecticides and acaricides formulated using intact cells, such as conidia or other spores. These mycoinsecticides infect arthropod pests through cuticular penetration. In field application, formulated fungal cells are exposed to environmental stresses, including solar UV irradiation, high temperature, and applied chemical herbicides and fungicides, as well as stress from host immune defenses. These stresses often result in accumulation of toxic reactive oxygen species (ROS), generating oxidative stress to the fungal cells and hence affecting the efficacy and persistency of fungi formulated for pest control. In response, fungi have evolved effective antioxidant mechanisms that include enzyme families that act as ROS scavengers, e.g., superoxide dismutases, catalases, peroxidases, thioredoxins /thioredoxin reductases, and glutaredoxins/glutathione reductases. Over two dozen antioxidant enzymes dispersed in different families have been characterized in Beauveria bassiana in recent years. This mini-review focuses on the progress detailed in the studies of these enzymes and provides an overview of their antioxidant activities and contributions to conidial thermotolerance, UV resistance and virulence. These activities are crucial for the biological control potential of mycoinsecticide formulation and have significantly advanced our understanding of how these organisms work. Several potent antioxidant genes have been exploited for successful genetic engineering of entomopathogenic fungi aimed at enhancing their potential against arthropod pests.