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 a sophisticated ear consisting of paired tympana on each foreleg that receive sound externally and internally, creating a pressure-time difference receiver system capable of sensitive and accurate directional hearing, despite the small size of katydids. Some katydid species have pinnae of unknown function, which form cavities around the outer tympanal surfaces and have been hypothesised to influence the external sound paths. Combining experimental biophysics and numerical modelling on 3D ear geometries, we investigated pinna function in the katydid Copiphora gorgonensis. Pinnae induced large sound-pressure gains that enhanced sound detection at high ultrasonic frequencies (>60 kHz), matching the echolocation range of their nocturnal insectivorous bat predators. Comparing pinna resonances of sympatric katydid species supported these findings, and suggests that pinnae may have evolved for enhanced predator detection.