Predatory aquatic insects are a diverse group comprising top predators in small fishless water bodies. Knowledge of their diet composition is fragmentary, which hinders the understanding of mechanisms maintaining their high local diversity and of their impacts on local food web structure and dynamics. We conducted multiple-choice predation experiments using nine common species of predatory aquatic insects, including adult and larval Coleoptera, adult Heteroptera and larval Odonata, and complemented them with literature survey of similar experiments. All predators in our experiments fed selectively on the seven prey species offered, and vulnerability to predation varied strongly between the prey. The predators most often preferred dipteran larvae; previous studies further reported preferences for cladocerans. Diet overlaps between all predator pairs and predator overlaps between all prey pairs were non-zero. Modularity analysis separated all primarily nectonic predator and prey species from two groups of large and small benthic predators and their prey. These results, together with limited evidence from the literature, suggest a highly interconnected food web with several modules, in which similarly sized predators from the same microhabitat are likely to compete strongly for resources in the field (observed Pianka's diet overlap indices >0.85). Our experiments further imply that ontogenetic diet shifts are common in predatory aquatic insects, although we observed higher diet overlaps than previously reported. Hence, individuals may or may not shift between food web modules during ontogeny.