[Objectives]  Lepidopteran insects possess strong flight capacity, which is the biological basis for their sudden outbreaks across different agricultural regions. Flight efficiency and migration distances of insects are mainly affected by the mechanical properties of their wings. However, due to limitations of wing size, shape and physical structure, an effective method to detect such properties is currently lacking. [Methods]  Mechanical parameters of the wings of three moth species (Helicoverpa armigera, Agrotis ypsilon and A. segetum) were measured by means of nano-indentation. [Results]  The results show that both quasi-static and dynamic indentation possess the advantage of high spatial-resolution and data reliability, as well as good repeatability and maneuverability. [Conclusion]  The methods described in this paper will improve our knowledge of the flying mechanisms and migration behaviors of Lepidopteran insects.