The evolution of discontinuous gas exchange (DGE) in insects is highly controversial. Adaptive hypotheses which have obtained experimental support include a water savings mechanism for living in dry environments (hygric hypothesis), a reduction in oxidative damage due to a high-performance oxygen delivery system (oxidative damage hypothesis), and the need for steep intratracheal partial pressure gradients to exchange gases under the hypercapnic and/or hypoxic conditions potentially encountered in subterranean environments (chthonic hypothesis). However, few experimental studies have simultaneously assessed multiple competing hypotheses within a strong inference framework. Here, we present such a study at the species level for a diapausing moth pupa, Samia cynthia. Switching gas conditions from controlled normoxic, normocapnic and intermediate humidity to either high or low oxygen, high or low moisture, elevated carbon dioxide, or some combination of these, revealed that DGE was abandoned under all conditions except high oxygen, and high or low gas moisture levels. Thus, support is found for the oxidative damage hypothesis when scored as maintenance of DGE. Modulation of DGE under either dry or hyperoxic conditions suggested strong support for the oxidative damage hypothesis and some limited support for the hygric hypothesis. Therefore, this study demonstrates that the DGE can be maintained and modulated in response to several environmental variables. Further investigation is required using a strong-inference, experimental approach across a range of species from different habitats to determine how widespread the support for the oxidative damage hypothesis might be.