In this paper, the microstructures of two kinds of butterfly scales, Morpho type and Urania type, are obtained using scanning electron microscope (SEM) and transmission electron microscope (TEM). Three structure models of the first type are constructed and their corresponding reflectivity spectra are simulated using finite-difference time-domain (FDTD) method. The reflectivity spectrum of 3-D model and 2-D tower model are closer in agreement with the measurement result than the multi-layer model with equal branch and stem. For the second type scale, the structural colors mainly come from the sculpted multi-layer structure, and the 2-D planar multi-layer model can well explain the mechanism of structural colors.