Oviposition behavior of insects has associated fitness costs related to the probability that females survive to oviposit. During summer 2003, we observed the oviposition behavior and compared the mortality rates of females of 17 mayfly species in one western Colorado watershed. We dissected adult females collected on terrestrial sticky traps, in drift nets submerged in streams, and in stomachs of brook trout to determine whether the mayflies had oviposited before capture, drowning, or consumption. Females oviposited by either splashing on the water surface releasing all their eggs (splashers), dropping their eggs from the air (bombers), dipping their abdomens multiple times releasing a few eggs at a time (dippers), landing on rocks and ovipositing on the undersides (landers), or floating downstream while releasing their eggs (floaters). Almost 100% of lander and 50% of dipper females had not oviposited when captured on sticky traps, increasing their vulnerability to preoviposition mortality by aerial predators compared to mayflies with other behaviors. In contrast, most females had laid their eggs before drowning or being eaten by a fish (50–90%). However, groups with oviposition behaviors most exposed to the water surface (floaters, then splashers, dippers, and landers) were more vulnerable to drowning before completing oviposition. In addition, splashers and floaters were most vulnerable to predation by brook trout before ovipositing. These data suggest that fitness costs associated with preoviposition mortality may be considerable depending on mayfly oviposition behavior. Furthermore, previously demonstrated benefits of low predation rates on eggs of lander species may be offset in part by costs to female survival.