The answer to "most dangerous insect" can depend on how you define "dangerous." Here are two strong contenders, each dangerous in a different way:
Mosquitoes (Genus Anopheles): While a single mosquito bite might not be life-threatening, mosquitoes transmit a variety of deadly diseases like malaria, dengue fever, yellow fever, and Zika virus. These diseases cause millions of infections and hundreds of thousands of deaths worldwide every year. Considering the vast number of human illnesses and fatalities caused by mosquito-borne diseases, they are arguably the deadliest insect to humans on a global scale.
Tsetse Flies: These biting flies are found in sub-Saharan Africa and transmit a parasite that causes sleeping sickness. This neglected tropical disease affects the nervous system and can be fatal if left untreated. While the number of cases is thankfully lower compared to mosquito-borne diseases, sleeping sickness is a serious and potentially deadly illness.
Here are some other insects that can be dangerous to humans, but to a lesser extent:
Kissing Bugs: These blood-sucking insects can transmit a parasite that causes Chagas disease, a potentially life-threatening illness affecting the heart, digestive system, and nervous system.
Assassin Bugs: Their bites can be painful and cause skin lesions, and in rare cases, can even lead to death from anaphylactic shock.