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Early predator detection is a key component of the predator-prey arms race and has driven the evolution of multiple animal hearing systems. Katydids (Insecta) have sophisticated ears, each consisting of paired tympana on each foreleg that receive sound both externally, through the air, and internally via a narrowing ear canal running through the leg from an acoustic spiracle on the thorax. These ears are pressure-time difference receivers capable of sensitive and accurate directional hearing across a wide frequency range. Many katydid species have cuticular pinnae which form cavities around the outer tympanal surfaces, but their function is unknown. We investigated pinnal function in the katydid Copiphora gorgonensis by combining experimental biophysics and numerical modelling using 3D ear geometries. We found that the pinnae in C. gorgonensis do not assist in directional hearing for conspecific call frequencies, but instead act as ultrasound detectors. Pinnae induced large sound pressure gains (20–30 dB) that enhanced sound detection at high ultrasonic frequencies (>60 kHz), matching the echolocation range of co-occurring insectivorous gleaning bats. These findings were supported by behavioural and neural audiograms and pinnal cavity resonances from live specimens, and comparisons with the pinnal mechanics of sympatric katydid species, which together suggest that katydid pinnae primarily evolved for the enhanced detection of predatory bats.