Silk has attracted widespread attention due to its superlative material properties and promising applications. However, the determinants behind the variations in material properties among different types of silk are not well understood. We analysed the physical properties of silk samples from a variety of silkmoth cocoons, including domesticated Bombyx mori varieties and several species from Saturniidae. Tensile deformation tests, thermal analyses, and investigations on crystalline structure and orientation of the fibres were performed. The results showed that saturniid silks produce more highly-defined structural transitions compared to B. mori, as seen in the yielding and strain hardening events during tensile deformation and in the changes observed during thermal analyses. These observations were analysed in terms of the constituent fibroin sequences, which in B. mori are predicted to produce heterogeneous structures, whereas the strictly modular repeats of the saturniid sequences are hypothesized to produce structures that respond in a concerted manner. Within saturniid fibroins, thermal stability was found to correlate with the abundance of poly-alanine residues, whereas differences in fibre extensibility can be related to varying ratios of GGX motifs versus bulky hydrophobic residues in the amorphous phase.