Anti-predator defences are typically regarded as relatively static signals that conceal prey or advertise their unprofitability. However, startle displays are complex performances that deter or confuse predators and can include a spectacular array of movements, colours and sounds. Yet, we do not fully understand the mechanisms by which they function, their evolutionary correlates, or the conditions under which they are performed and evolve. Here, we present the first phylogenetically controlled comparative analyses of startle displays including behavioural data, using praying mantises as a model system. We included 58 species that provide a good representation of mantis diversity and estimated the strength of phylogenetic signal in the presence and complexity of displays. We found that startle displays and morphological traits were phylogenetically conserved, whereas behavioural traits were highly labile. Surprisingly, body size was not correlated with display presence or complexity in phylogenetically controlled analyses. Species-rich clades were more likely to exhibit displays, suggesting that startle displays were probably involved in lineage diversification. We suggest that to further elucidate the conditions under which startle displays evolve, future work should include quantitative descriptions of multiple display components, habitat type, and predator communities.