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To probe its environment, the flying insect controllably flexes, twists, and maneuvers its antennae by coupling mechanical deformations with the sensory output. We question how the materials properties of insect antennae could influence their performance. A comparative study was conducted on four hawkmoth species: Manduca sexta, Ceratomia catalpae, Manduca quinquemaculata, and Xylophanes tersa. The morphology of the antennae of three hawkmoths that hover while feeding and one putatively non-nectar-feeding hawkmoth (Ceratomia catalpa) do not fundamentally differ, and all the antennae are comb-like (i.e., pectinate), markedly in males but weakly in females. Applying different weights to the free end of extracted cantilevered antennae, we discovered anisotropy in flexural rigidity when the antenna is forced to bend dorsally versus ventrally. The flexural rigidity of male antennae was less than that of females. Compared with the hawkmoths that hover while feeding, Ceratomia catalpae has almost two orders of magnitude lower flexural rigidity. Tensile tests showed that the stiffness of male and female antennae is almost the same. Therefore, the differences in flexural rigidity are explained by the distinct shapes of the antennal pectination. Like bristles in a comb, the pectinations provide extra rigidity to the antenna. We discuss the biological implications of these discoveries in relation to the flight habits of hawkmoths. Flexural anisotropy of antennae is expected in other groups of insects, but the targeted outcome may differ. Our work offers promising new applications of shaped fibers as mechanical sensors.