Pressure-resistant air sacs allow lake fly larvae to dive hundreds of meters and complicate a long-standing theory about ocean insects. Each day, billions of lake fly larvae vanish into the oxygen-deprived depths of Lake Malawi, surviving pressures once thought capable of crushing an insect’s respiratory system. Their unusual ability is challenging a long-held explanation for why insects are absent from the open ocean. Dissections revealed that the larvae had adapted part of their respiratory system into two pairs of small air sacs. The Lake Malawi larvae show that insect air sacs can withstand far greater pressure than this idea assumes.