The answer depends on the kind of butterfly or moth. Are you thinking of one in particular? Some butterflies overwinter as adults, others as pupae or eggs.
If you want to create habitat for insects, birds, and other wildlife, I recommend that you wait and do your major clean up in early spring. Many creatures depend on these plants and their leaf litter to overwinter, and so when you clean, you remove their shelter.Butterfly and other pollinator eggs or pupae can be very hard to spot, and yes, you could be removing them as you clean. Many moths and butterflies have such amazing camouflage that it would be easy to scoop them up and never know it.
I would only do cleanup on plants that suffered from bad disease outbreaks, otherwise leave as much as you can in place.