Insect tracheae form during embryonic development and initially contain liquid, which impedes transport of oxygen and carbon dioxide. Only later do tracheae fill with gas and come to support high rates of gas flux. This liquid-to-gas transition is poorly understood. Using eggs of the sphingid moth Manduca sexta, we show that longitudinal tracheae in embryos fill with gas in less than 5 s, without invasion of external air, by a process of cavitation. Cavitation requires that tracheal liquids be under tension, and we propose two complementary processes for generating it. One likely, classical mechanism is tracheolar fluid absorption, first proposed by Wigglesworth. Our data support this mechanism in Manduca: after cavitation, liquids are progressively drawn out of finer tracheal branches. The second, previously unknown, mechanism is evaporative water loss across the eggshell, which leads both to declining egg volume and to a larger negative pressure potential of water. The pressure potential helps to drive rapid expansion of small bubbles nucleated near spiracles. Once bubbles are large enough to have displaced liquid across the diameter of a trachea, negative capillary pressure reinforces subsequent expansion of the bubble. Together with predictions from modern cavitation theory, our observations substantiate Wigglesworth's contention that gas filling is promoted by increasing hydrophobicity associated with tanning of the spiracles and major tracheal branches.