Coevolutionary arms races between predators and prey can lead to a diverse range of foraging and defense strategies, such as countermeasures between nocturnal insects and echolocating bats. Here, we show how the fine structure of wing scales may help moths by slightly increasing sound absorbance at frequencies typically used in bat echolocation. Using four widespread species of moths and butterflies, we found that moth scales are composed of honeycomb-like hollows similar to sound-absorbing material, but these were absent from butterfly scales. Micro-reverberation chamber experiments revealed that moth wings were more absorbent at the frequencies emitted by many echolocating bats (40-60 kHz) than butterfly wings. Furthermore, moth wings lost absorbance at these frequencies when scales were removed, which suggests that some moths have evolved stealth tactics to reduce their conspicuousness to echolocating bats. Although the benefits to moths are relatively small in terms of reducing their target strengths, scales may nonetheless confer survival advantages by reducing the detection distances of moths by bats by 5-6%.