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Early detection of insect infestation is a key to the adoption of control measures appropriated to each local condition. The use of remote sensing was recommended for a quick scanning of large areas, although it does not work well with signals bearing low intensity or items that are difficult to detect. Unmanned Aerial Vehicle (UAV, or drone) may help in getting closer to individual trees and detect atypical signals of small dimensions. The larvae of the pine processionary moth (PPM, Thaumetopoea pityocampa (Denis & Schiffermüller, 1775, Lepidoptera, Notodontidae) build conspicuous silk nests on the external parts of the host plants at the beginning of the winter and their early detection may prompt managers to adopt management techniques. This work aims at testing two deep learning methods (Region-based Convolutional Neural Network - R-CNN and You Only Look Once - YOLO) to detect the nests under three different conditions of host plant species and forest stands in southern Europe. YOLO algorithm provided better results and it allowed us to achieve F1-scores as high as 0.826 and 0.696 for the detection of presence / absence and the individual nests, respectively. The detection of all the nests that can be present on a tree is not achievable with either UAV scanning or traditional ground observation, therefore the integration of the methods may allow the complete efficiency of the surveillance. The use of UAV combined with Artificial Intelligence (AI) image analysis is recommended for further use in forest and urban settings for the detection of the PPM nests. The recommended methods can be extended to other pest systems, especially when specific symptoms can be associated with an insect pest species.