Why are moths attracted to bright lights?

Recent research has actually suggested that this description is misleading. Many moths may not be deliberately flying towards the lights but because artificial lights interfere with a technique they use to keep themselves flying in the right direction.

For an insect flying at night, the brightest part of the natural environment is usually the sky, including the moon and stars. So many insects have evolved to keep their backs facing the brightest part of their surroundings. And usually this helps them stay upright.