The structural and material properties of insect cuticle remain largely unexplored, even though they comprise the majority (approximately 80%) of animals. Insect cuticle serves many functions, including protection against predatory attacks, which is especially beneficial to species failing to employ effective running escape responses. Despite recent advances in our understanding of insect escape behaviors and the biomechanics of insect cuticle, there are limited studies on the protective qualities of cuticle to extreme mechanical stresses and strains imposed by predatory attacks, and how these qualities vary between species employing different escape responses. Blattarians (cockroaches) provide an appropriate model system for such studies. Wind-evoked running escape responses are strong in Periplaneta americana, weak in Blaberus craniifer and absent in Gromphodorhina portentosa, putting the latter two species at greater risk of being struck by a predator. We hypothesized that the exoskeletons in these two larger species could provide more protection from predatory strikes relative to the exoskeleton of P. americana. We quantified the protective qualities of the exoskeletons by measuring the puncture resistance, tensile strength, strain energy storage, and peak strain in fresh samples of thoracic and abdominal cuticles from these three species. We found a continuum in puncture resistance, tensile strength, and strain energy storage between the three species, which were greatest in G. portentosa, moderate in B. craniifer, and smallest in P. americana. Histological measurements of total cuticle thickness followed this same pattern. However, peak strain followed a different trend between species. The comparisons in the material properties drawn between the cuticles of G. portentosa, B. craniifer, and P. americana demonstrate parallels between cuticular biomechanics and predator running escape responses.