The insect wing membrane is usually covered by scales, hairs, and acanthae, which serve diverse functions, such as species-specific coloration pattern, decrease of wind resistance during flight or decrease of wing wettability. Representatives of Palaeoptera (Odonata and Ephemeroptera) have no hairy structures on the wing membrane, but both its sides are fine-sculptured. In this study, the nature of the wing covering was studied using acoustic microscopy, scanning- and transmission electron microscopy followed by a variety of chemical treatments. It was shown that wing microsculptures are not cuticular outgrowths, but a wax covering, which is similar to pruinosity, which has been previously described in several odonate taxa. Data from scanning acoustic microscopy revealed that scratches on the wax covering have material density different from the surrounding material. Various functions of the wax covering are discussed.