The night sky is the venue for an ancient arms race. Insectivorous bats with their ultrasonic sonar exert an enormous selective pressure on nocturnal insects. In response insects have evolved the ability to hear bat cries, to evade their hunting maneuvers, and some, the tiger moths (Arctiidae), to utter an ultrasonic reply. We here determine what it is that tiger moths "say" to bats. We chose four species of arctiid moths, Cycnia tenera, Euchaetes egle, Utetheisa ornatrix, and Apantesis nais, that naturally differ in their levels of unpalatability and their ability to produce sound. Moths were tethered and offered to free-flying naïve big brown bats, Eptesicus fuscus. The ability of the bats to capture each species was compared to their ability to capture noctuid, geometrid, and wax moth controls over a learning period of 7 days. We repeated the experiment using the single arctiid species E. egle that through diet manipulation and simple surgery could be rendered palatable or unpalatable and sound producing or mute. We again compared the capture rates of these categories of E. egle to control moths. Using both novel learning approaches we have found that the bats only respond to the sounds of arctiids when they are paired with defensive chemistry. The sounds are in essence a warning to the bats that the moth is unpalatable—an aposematic signal.